Delta hedging and volatility-price elasticity : a two-step approach
Year of publication: |
2023
|
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Authors: | Xia, Kun ; Yang, Xuewei ; Zhu, Peng |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 153.2023, p. 1-16
|
Subject: | Delta | Minimum variance | Option | Risk management | Volatility-price elasticity | Hedging | Risikomanagement | Optionspreistheorie | Option pricing theory | Elastizität | Elasticity | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading |
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