Hedging performance - PowerPoint PPT Presentation

Static Hedging and Pricing American Exotic Options

Static Hedging and Pricing American Exotic Options. San-Lin Chung, Pai-Ta Shih*, and Wei-Che Tsai Presenter: Pai-Ta Shih National Taiwan University. Outlines. Introduction Formulation of the static hedging portfolio

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606 views • 38 slides

Static Hedging and Pricing American Exotic Options

Static Hedging and Pricing American Exotic Options. San-Lin Chung, Pai-Ta Shih*, and Wei-Che Tsai Presenter: Pai-Ta Shih National Taiwan University. Outlines. The main contributions Introduction Formulation of the static hedging portfolio

★ ★ ★ ★ ★

432 views • 29 slides

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