Work

Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation

Year: 2002

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/eb043497

Author: ROBERT G. TOMPKINS

Institution: TU Wien

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2023587748

FWCI: 2.723

Cites: 36

Cited by: 42

Related to: 10