Proactive Hedging European Option Pricing with a General Logarithmic Position Strategy

Table 1

Calculation parameters.

Symbol	Values
T	0
	50%, 70%, 100%
	60%, 100%
	30%, 50%
	$0, $7, $15 per share
	0.5 (half of one year)
	$20 per share
	$20 per share
	30%, 20%, 10%
	6%