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Optimal static quadratic hedging - MaRDI portal

Optimal static quadratic hedging (Q4554507)

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scientific article; zbMATH DE number 6979536
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English
Optimal static quadratic hedging
scientific article; zbMATH DE number 6979536

    Statements

    title
    Optimal static quadratic hedging (English)
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    author
    Tim Leung
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    Matthew Lorig
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    publication date
    14 November 2018
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    zbMATH Keywords
    static hedging
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    leveraged ETF options
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    substitute hedging
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    Identifiers

    zbMATH DE Number
    6979536
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    OpenAlex ID
    W3123956888
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    arXiv ID
    1506.02074
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