Augustyniak, Maciej; Badescu, Alexandru; Boudreault, Mathieu - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-18
pricing and hedging performance, there has been much less emphasis on approaches to measure dynamic hedging effectiveness … reducing hedging risk to an appropriately low level lead us to propose a new perspective on hedging, and recognize it as a tool …