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~institution:"Institut für Schweizerisches Bankwesen <Zürich>"
~institution:"International Food Policy Research Institute"
~person:"Barone-Adesi, Giovanni"
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Barone-Adesi, Giovanni
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Institut für Schweizerisches Bankwesen <Zürich>
International Food Policy Research Institute
International Finance Conference <9., 2017, Paris>
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Cutting the Hedge
Barone-Adesi, Giovanni
;
Elliott, Robert J.
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2006
our calculation is model independent and provides delta hedge ratios immediately from market
data
. For strike prices which …
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