Frédéric Vrins and Nathan Lassance published their work entitled "A comparison of pricing and hedging performances of equity derivatives models" in the Journal Applied Economics. The article investigates the pricing/hedging conundrum, i.e. the observation of a mismatch between derivatives models’ pricing and hedging performances, that has so far been under-emphasized as the literature tends to focus on increasingly complicated option pricing models, without adequately addressing hedging performance. They talk about their work in the FNRS magazine.