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In Sect. 2.1, we define the market environment: the underlying, the numeraire and the liquid European options. We define and justify the re-parametrisation.

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A hedge is an investment position intended to offset potential losses or gains that may be incurred by a companion investment. In simple language, a hedge.

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In finance, a foreign exchange option (commonly shortened to just FX option or currency option) is a derivative financial instrument that gives the right.
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In 2013, Michael launched “Bull and Baird,” a market blog that explores catalysts moving the day’s financial markets, shares links to relevant news stories.
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