On the Hedging Portfolio of Asian Options

ASTIN Bulletin - United Kingdom
doi 10.2143/ast.26.2.563217
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Managerial Hedging and Portfolio Monitoring

Journal of the European Economic Association
EconomicsEconometricsFinance
2008English

Installment Options and Static Hedging

2001English

Hedging of American Options Under Transaction Costs

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2008English

Pricing and Hedging Look-Back Power Options

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
2015English

Efficient Hedging of Options With Probabilistic Haar Wavelets

ISRN Probability and Statistics
2012English

On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions
2009English

Portfolio Insurance Using Traded Options

Revista de Administração Contemporânea
2001English

Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection

SSRN Electronic Journal
2010English

Semi-Static Hedging of Barrier Options Under Poisson Jumps

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy