Simulation of a delta hedge strategy of IDI options

Monte Carlo simulation of a delta hedge strategy of IDI options
60 Downloads
Updated 23 Feb 2016

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This software performs simulations of the new concept of the term-structure delta hedging strategy applied to the IDI options.

Cite As

Allan Jonathan (2024). Simulation of a delta hedge strategy of IDI options (https://www.mathworks.com/matlabcentral/fileexchange/55612-simulation-of-a-delta-hedge-strategy-of-idi-options), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0