Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?

Journal of Derivatives, Journal of Derivatives, Volume 23, pp76-89, Winter 2015.

Author(s):

Yifan Yang

Michele Leonardo Bianchi

Journal of Derivatives, Journal of Derivatives, Volume 23, pp76-89, Winter 2015.

Type: Academic publication
Date: le 01/01/2015
Research Cluster : Finance
Source : Journal of Derivatives

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