dynamic hedging of stocks和statis hedging of options哪一个更加expensive? - Quant版 - 未名存档

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Quant版 - dynamic hedging of stocks和statis hedging of options哪一个更加expensive?

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话题: hedging话题: statis话题: dynamic话题: stocks话题: expensive

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h*******t 发帖数: 214	1 哪一个transaction costs更加高一点？高人请指点一下。谢谢。
M**T 发帖数: 314	2 generally, static hedging of options is more expensive than dynamic hedging of stocks. b/c option mkt is not as deep and complete as stock mkt. in some extremity, the above relation could be be broken.

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话题: hedging话题: statis话题: dynamic话题: stocks话题: expensive

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