Delta-hedging vega risk? (Q4610265): Difference between revisions

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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

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    15 January 2019
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    options
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    delta-neutral dynamic hedging
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    barrier options
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    local volatility
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    transaction costs
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    Delta-hedging vega risk? (English)
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    Identifiers