Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static versus dynamic hedges: an empirical comparison for barrier options |
scientific article |
Statements
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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