Hedge Analysis for DAX data illustrating the topics discussed in chapter 10 of the book.
Delta-Gamma or Mean Variance Hedging.
For real data as well as simulated paths.
Kienitz Wetterau FinModelling (2024). Hedge Analysis (https://www.mathworks.com/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. Retrieved .
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