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Static hedging of standard options
Peter Carr, Liuren Wu
Finance and Risk Engineering
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Keyphrases
Static Hedge
100%
Static Hedging
100%
Delta Hedge
100%
Random Jump
66%
Price Dynamics
66%
Discretized
33%
Superior Performance
33%
Markovian
33%
Simulation Exercise
33%
Continuous and Discontinuous
33%
Hedging Strategy
33%
Price Process
33%
Historical Analysis
33%
S&P 500 Index Options
33%
Short-Term Options
33%
Economics, Econometrics and Finance
Hedging
100%
Historical Analysis
50%