We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
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We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
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jamesrday/DeltaHedgingEuropean
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We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
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