Optimal static quadratic hedging
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2016.1161229
Reference25 articles.
1. Path-Dependence of Leveraged ETF Returns
2. Static Hedging of Barrier Options with a Smile: An Inverse Problem
3. Convex Optimization
4. Prices of State-Contingent Claims Implicit in Option Prices
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