Optimal Time for Closing a Trading Position
In this paper, trading rules (strategies) on a specified financial asset at some future time are interpreted as contingent claims (financial derivatives). Therefore, their fair values are computable using the binomial tree technique. However, traders pay the price of financial asset at the current t...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Athens Institute for Education and Research
2024-10-01
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| Series: | Athens Journal of Business & Economics |
| Subjects: | |
| Online Access: | https://www.athensjournals.gr/business/2024-10-4-4-Habibi.pdf |
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