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

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
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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]	From Galileo to Modern Economics
	Palgrave Macmillan, Cham, 2018

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

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[2]	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