Research and publications
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, Frank J. Fabozzi, Michele Leonardo Bianchi
Summary:
Journal of Derivatives, Journal of Derivatives, Volume 23, pp76-89, Winter 2015.
| Type : | Academic Publication |
|---|---|
| Date : | 01/01/2015 |
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
