Can expected shortfall and Value-at-Risk be used to statically hedge options?
Year of publication: |
2010
|
---|---|
Authors: | Wylie, Jonathan ; Zhang, Qiang ; Siu, Tak Kuen |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 6, p. 575-583
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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