Dynamic hedging strategies based on changing pricing parameters for compound ratchets
Year of publication: |
2020
|
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Authors: | Gaillardetz, Patrice ; El Khoury, Samia |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 14.2020, 1, p. 1-15
|
Subject: | risk management | equity-indexed annuity | compound ratchets | dynamic hedging strategies | greeks | hedging errors | changing pricing parameters | Hedging | Risikomanagement | Risk management | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
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