What is Crash (Platinum) hedging
What is Crash (Platinum) hedging?
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Crash (Platinum) hedging: The last variety of hedging is exact to extreme markets. Market crashes have at least two obvious consequences on our hedging. Initially, the moves are so large and rapid which they cannot be traditionally delta hedged. There convexity effect is not minute. Second, normal market correlations turn into meaningless. Classically all correlations become one or may minus one.
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How is the option hedged?
according to decision theory approach ,which is the core of management
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