Semi-static hedging of exotic options: A CVaR optimization approach

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Benyanee Kosapong, Ratinan Boonklurb, Udomsak Rakwongwan

DOI: 10.2139/ssrn.6099438

Cited by: 0

References: 17

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Risk Management in Financial Firms

References 17