Optimal static quadratic hedging (Q4554507)
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scientific article; zbMATH DE number 6979536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal static quadratic hedging |
scientific article; zbMATH DE number 6979536 |
Statements
Optimal static quadratic hedging (English)
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14 November 2018
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static hedging
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leveraged ETF options
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substitute hedging
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0.8451017141342163
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0.8387050628662109
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0.8354883790016174
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0.825080394744873
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0.8228828310966492
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