most citedHedging strategies with a put option and their failure rates

1 citations · 1 across the 1 of their papers we have counts for

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1 paper

q-fin.RM2011★ 1 cited

Hedging strategies with a put option and their failure rates

Guanghui Huang, Jing Xu, Wenting Xing

The problem of stock hedging is reconsidered in this paper, where a put option is chosen from a set of available put options to hedge the market risk of a stock. A formula is propo…