Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425): Difference between revisions

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Latest revision as of 19:53, 18 December 2024

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Static versus dynamic hedges: an empirical comparison for barrier options
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    Static versus dynamic hedges: an empirical comparison for barrier options (English)
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    14 January 2008
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    Barrier options
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    Static hedging
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    Dynamic hedging
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    Local volatility model
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    Empirical hedging analysis
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