22-11-2010, 10:47 AM
Hi Kelly,
I realised that my posting wasn't very clear. During the hedging strategy, your stochastic parameters for SOW 1 should override any parameter settings in other SOWs. Are you seeing this?
In the recourse period, the parameter values in each state of the world should then take hold.
Will
I realised that my posting wasn't very clear. During the hedging strategy, your stochastic parameters for SOW 1 should override any parameter settings in other SOWs. Are you seeing this?
In the recourse period, the parameter values in each state of the world should then take hold.
Will