Delta Hedging Bitcoin Options with a Smile
Year of publication: |
[2022]
|
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Authors: | Alexander, Carol ; Imeraj, Arben |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 27, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4097909 [DOI] |
Classification: | C02 - Mathematical Methods ; G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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