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#Volatility Hedging# 相关文档

  • VolatilityHedgingErrs.ppt

    Volatility and Hedging ErrorsJim GatheralSeptember 25 1999BackgroundDerivative portfolio bookrunners oftenplain thathedging at market-implied volatilities is sub-optimal relative to hedging at t

    日期:2022-04-25 格式:.pptx 页数:40页 大小:306KB 发布:
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