Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis

MLA

Gnawali, Jagdish, et al. Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis. 2024. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2410.04748&authtype=sso&custid=ns315887.

APA

Gnawali, J., Lindquist, W. B., & Rachev, S. T. (2024). Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis.

Chicago

Gnawali, Jagdish, W. Brent Lindquist, and Svetlozar T. Rachev. 2024. “Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2410.04748&authtype=sso&custid=ns315887.