The Optimal Hedge Ratio in Option Pricing: The Case of Exponentially Truncated Lévy Stable Distribution

Journals Menu

Follow SCIRP

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"The Optimal Hedge Ratio in Option Pricing: The Case of Exponentially Truncated Lévy Stable Distribution"
written by Gigel Busca, Emmanuel Haven, Franck Jovanovic, Christophe Schinckus,
published by Theoretical Economics Letters, Vol.4 No.9, 2014

has been cited by the following article(s):

[1]	Variable-order porous media equations: Application on modeling the S&P500 and Bitcoin price return
	Calluari… - Physical Review E, 2024

[2]	From Galileo to Modern Economics
	Palgrave Macmillan, Cham, 2018

[3]	Option pricing beyond Black–Scholes based on double-fractional diffusion
	Physica A: Statistical Mechanics and its Applications, 2016

[1]	Variable-order porous media equations: Application on modeling the S&P500 and Bitcoin price return Physical Review E, 2024 DOI:10.1103/PhysRevE.109.024310

[2]	Variable-order porous media equations: Application on modeling the S&P500 and Bitcoin price return Physical Review E, 2024 DOI:10.1103/PhysRevE.109.024310

[3]	Option pricing beyond Black–Scholes based on double-fractional diffusion Physica A: Statistical Mechanics and its Applications, 2016 DOI:10.1016/j.physa.2015.12.125

Follow SCIRP