We study the hedging problem for European-style options written on crude-oil futures. Locally risk-minimizing hedging … performance test, we also investigate hedging strategies for robustness against model uncertainty and mis-specification, using …

In this paper we consider the problem of pricing and hedging European derivatives written on two underlying assets … Power Frank (PF) and Power Student t (PST) copulas. Second, we address the problem of hedging portfolios made of two … trades. The proposed hedging methods for dependence risk are compared to alternatives in a numerical analysis in which we …

cause dynamic hedging to fail. As an alternative, we investigate a quasi-static hedge of Parisian options under a more … contingent claims which are statically hedged. Through numerical experiments, we show the effectiveness of the suggested hedging …

Options are financial derivatives which are used as risk management tools for hedging the portfolios. The options … trade. Options trading can be taken to the next level with the help of understanding of Greeks and their Hedging techniques …. This knowledge will enhance the existing knowledge in context to the options hedging and will lead to the benefits in …