This paper introduced our model, assuming the volatility lies between two extreme values (maximum and minimum), to avoid the risk of replication error, warrants issuer should use the maximum volatility to calculate delta for delta hedging.
由此引入本文的假设模型,将来波动率在两个极端值(最大值和最小值)之间,为规避复制误差带来的风险,权证发行商应采用最大值计算delta买卖标的资产对冲。
参考来源 - 权证发行商发行权证风险对冲研究·2,447,543篇论文数据，部分数据来源于NoteExpress
Queue error action: What the replication programs do if an error occurs at one of the queues.
Queue error action：如果在某一个队列中发生错误，复制程序将采取的行动。
The Replication Center will not do this check before running the SQL, and the SQL script will then run into the conflict and return an error message.
Replication Center在运行SQL之前不进行这项检查，如果有错误，sql脚本将运行到这个冲突，并返回一条错误消息。
The file replication service cannot populate the system volume because of an internal error. The event log may have more information.
由于内部错误，该文件复制服务不能进入该系统卷中。事件日志可能有详细信息。 收藏。
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