Delta-hedging vega risk? (Q4610265): Difference between revisions
From MaRDI portal
Latest revision as of 20:56, 17 July 2024
scientific article; zbMATH DE number 7002156
Language | Label | Description | Also known as |
---|---|---|---|
English | Delta-hedging vega risk? |
scientific article; zbMATH DE number 7002156 |
Statements
15 January 2019
0 references
options
0 references
delta-neutral dynamic hedging
0 references
barrier options
0 references
local volatility
0 references
transaction costs
0 references
Delta-hedging vega risk? (English)
0 references
0 references
0 references
0 references
0 references