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Risk management using quasi-static hedging

Allen, Steven L.; Padovani, Otello - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 277-336

Persistent link: https://www.econbiz.de/10001676003

Risk Management Using Quasistatic Hedging

Allen, Steve; Padovani, Otello - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 277-336

Persistent link: https://www.econbiz.de/10006034008

Risk Management Using Quasi–static Hedging

Allen, Steve; Padovani, Otello - In: Economic Notes 31 (2002) 2, pp. 277-336

type="main" xml:lang="en" <p>In this paper, we try to develop a comprehensive theory of risk management for illiquid trading instruments and exotics by examining the consequences of a quasi–static hedging strategy. In contrast to a static hedging strategy, in which an initial hedge once executed...</p>

Persistent link: https://www.econbiz.de/10011033623