Static versus Dynamic Hedging of Exotic Options: An...

Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation

TOMPKINS, ROBERT G.
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Volume:
3
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/eb043497
Date:
March, 2002
File:
PDF, 2.40 MB
english, 2002
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