Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10011642626
Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at maturity or exercise. Global hedging methods in discrete...
Persistent link: https://www.econbiz.de/10011712512