Multi-period Static Hedging of Options
The paper explores hedging European options over multiple short maturities, comparing the Black-Scholes and Merton Jump Diffusion models.
Featured in No. 18 on 4 Oct 2023 · 5 days after release
- Released
- 29 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4587517
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