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