The Cost of Vega-Hedging Structured Products
The article suggests a method to calculate future hedging costs of complex financial products using a risk projection algorithm and simulations.
Featured in No. 14 on 30 Aug 2023 · 6 days after release · 1 citation today
- Released
- 24 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- SSRN 4550643
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