Hedging error as generalized timing risk (Q6158430)
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scientific article; zbMATH DE number 7698404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging error as generalized timing risk |
scientific article; zbMATH DE number 7698404 |
Statements
Hedging error as generalized timing risk (English)
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20 June 2023
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timing risk
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barrier options
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semi-static hedge
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hedging error
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0.7440727949142456
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0.7168960571289062
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0.7129268050193787
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0.7121383547782898
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0.709598958492279
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