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"Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II ..."

Hang Lin, Lixin Liu, Zhengjun Zhang (2021)

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DOI: 10.3390/SYM13091630

access: open

type: Journal Article

metadata version: 2021-12-15

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  dblp key:
  - journals/symmetry/LinLZ21
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  - https://dblp.org/rec/journals/symmetry/LinLZ21
Hang Lin, Lixin Liu, Zhengjun Zhang:
Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution. Symmetry 13(9): 1630 (2021)

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