Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution
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DOI: 10.3390/sym13091630
Abstract: Tail risk is an important financial issue today, but directly hedging tail risks with an ad hoc option is still an unresolved problem since it is not easy to specify a suitable and asymmetric pricing… read more here.
Keywords: tail risks; risk; tro; tail ... See more keywords