Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011864356
Persistent link: https://www.econbiz.de/10011871621
Persistent link: https://www.econbiz.de/10011804953
Persistent link: https://www.econbiz.de/10011973914
Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at maturity or exercise. Global hedging methods in discrete...
Persistent link: https://www.econbiz.de/10011712512
Persistent link: https://www.econbiz.de/10012100575
Persistent link: https://www.econbiz.de/10012059879