Option Hedging on XOP K/F=1.03 2020Q1
50.2ES 5%RLOP
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| RLOPMaturity (τ)=28d, Equal-day weighting=true, n_days=232026.02 | 50.2 | 48.9 | 78 |
| Method | Links | |||
|---|---|---|---|---|
| RLOPMaturity (τ)=28d, Equal-day weighting=true, n_days=232026.02 | 50.2 | 48.9 | 78 |