Simulation of a delta hedge strategy of IDI options
Version 1.0.0.0 (9.19 KB) by
Allan Jonathan
Monte Carlo simulation of a delta hedge strategy of IDI options
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 LinuxCategories
Find more on Financial Toolbox in Help Center and MATLAB Answers
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
IDI Options/
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |