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Hedging Basket Options by Using a Subset of Underlying Assets

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Author Info
Xia Su ()
Abstract

This paper proposes two-step static hedging strategies for European basket options by using only plain-vanilla options on a subset of underlying assets. The basic idea is stimulated from a static super-hedging strategy dependent on the whole basket. However, it would be too complicated to handle when there is a large number of assets in the basket. It becomes even worse when some of the underlying assets are illiquid or not available for trading. Meanwhile, this strategy completely neglects the correlation structure of the basket which has indeed a great effect on the basket option's price. To solve these problems, Principal Components Analysis is used to figure out the subset of dominant assets through a careful study on the modified covariance of the basket. On this basis, the optimal strikes of those significant assets' plain-vanilla options are obtained in the second step via optimization. The optimality criterion depends on the risk attitude of hedgers and is defined by a certain risk measure, e.g., super-replication, minimum expected shortfall given a constraint on the hedging cost. Through analyzing a numerical example, it is concluded that this static hedging portfolio captures a trade-off between reduced hedging costs and overall super-replication. Even without considering transaction costs, hedging by using only a subset of underlying assets performs well: only a reasonable small hedging error arises when investing the capital required by the super-hedging portfolio which is composed of plain-vanilla options on all underlying assets and hence is difficult to implement or even not available in the market.

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File URL: ftp://web.bgse.uni-bonn.de/pub/RePEc/bon/bonedp/bgse14_2006.pdf
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Publisher Info
Paper provided by University of Bonn, Germany in its series Bonn Econ Discussion Papers with number bgse14_2006.

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Length: 32
Date of creation: Jun 2006
Date of revision:
Handle: RePEc:bon:bonedp:bgse14_2006

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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 9221
Web page: http://www.bgse.uni-bonn.de/index.php?id=494

For technical questions regarding this item, or to correct its listing, contact: (Daniel Park).

Related research
Keywords: Basket options; Principal Components Analysis; Super-replication; Expected shortfall;

Find related papers by JEL classification:
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Simon, S. & Goovaerts, M. J. & Dhaene, J., 2000. "An easy computable upper bound for the price of an arithmetic Asian option," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 175-183, May. [Downloadable!] (restricted)
  2. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance 9801001, EconWPA. [Downloadable!]
  3. Deelstra, G. & Liinev, J. & Vanmaele, M., 2004. "Pricing of arithmetic basket options by conditioning," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 55-77, February. [Downloadable!] (restricted)
  4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  5. Nielsen, J. Aase & Sandmann, Klaus, 2003. "Pricing Bounds on Asian Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(02), pages 449-473, June. [Downloadable!]
  6. U. Cherubini & E. Luciano, 2002. "Bivariate option pricing with copulas," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(2), pages 69-85, June. [Downloadable!] (restricted)
  7. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, EconWPA, revised 04 Dec 2003. [Downloadable!]
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