Delta hedging bitcoin options with a smile
Carol Alexander and Arben Imeraj
| Year of publication: |
2023
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|---|---|
| Authors: | Alexander, Carol ; Imeraj, Arben |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 5, p. 799-817
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| Subject: | Derivatives hedging | Dynamic delta hedging | Implied volatility curve | Perpetual contract | Robust finance | Experiment | Hedging | Derivat | Derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2181205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304354