Meanings
- not comparablebusinessThat cannot be hedged
Using the unhedgeable gap risk during a margin period of risk as a starting point, this article introduces a reserve capital approach to the hedging error and its inclusion in derivatives pricing and valuation.
2016, Wujiang Lou, “Capital Pricing in Margin Periods of Risk and Repo KVA”, in arXiv
Origin
Cite this entry
unhedgeable. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/unhedgeable
“unhedgeable.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/unhedgeable. Accessed November 4, 2026.
WatkinsX Dictionary, s.v. “unhedgeable,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/unhedgeable.
Source: unhedgeable on Wiktionary, CC BY-SA 4.0.