Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy

Table 1

Numerical values of the price and for different parameter settings.

0.8	0.5	2	0.1	0.9760	0.9386
0.8	0.5	2	0.4	0.7727	0.9119
0.8	0.5	5	0.1	0.9995	0.9166
0.8	0.5	5	0.4	0.8537	0.8253
0.8	0.7	2	0.1	0.9831	0.9414
0.8	0.7	2	0.4	0.8055	0.9138
0.8	0.7	5	0.1	0.9999	0.9256
0.8	0.7	5	0.4	0.8852	0.8315
1	0.5	2	0.1	0.9700	0.9228
1	0.5	2	0.4	0.7158	0.8811
1	0.5	5	0.1	0.9993	0.8957
1	0.5	5	0.4	0.8172	0.7718
1	0.7	2	0.1	0.9789	0.9264
1	0.7	2	0.4	0.7569	0.8853
1	0.7	5	0.1	0.9998	0.9070
1	0.7	5	0.4	0.8566	0.7823