New answers tagged hedging
1
Apologies for the delay on the hedging of non-forward-starting volatility swaps, but it's only since this week that I have an answer for this.
So, for plain volswaps, I can give you a nonparametric hedge in terms of varswaps only. That's not as cheap as using a single option (which I believe is not possibe anyway), but certainly better than trading an ...
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