A generalized approach to optimal hedging with option contracts
Emanuele Bajo, Massimiliano Barbi and Silvia Romagnoli
| Year of publication: |
2015
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|---|---|
| Authors: | Bajo, Emanuele ; Barbi, Massimiliano ; Romagnoli, Silvia |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 7/9, p. 714-733
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| Subject: | optimal hedge ratio | option hedging | spectral risk measures | copula function | Hedging | Multivariate Verteilung | Multivariate distribution | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011302047