Exercise 3.7 What are the main advantages of optimal hedging over delta hedging? Can you find any

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Exercise 3.7 What are the main advantages of optimal hedging over delta hedging? Can you find any negative points against optimal hedging?

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Statistical Methods For Financial Engineering

ISBN: 9781032477497

1st Edition

Authors: Bruno Remillard

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Question Posted: Oct 26, 2024 06:01 AM

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Exercise 3.7 What are the main advantages of optimal hedging over delta hedging? Can you find any negative points against optimal hedging?
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Exercise 3.7 What are the main advantages of optimal hedging over delta hedging? Can you find any

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Statistical Methods For Financial Engineering

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