Regime-dependent smile-adjusted delta hedging
Year of publication: |
2012
|
---|---|
Authors: | Alexander, Carol ; Rubinov, Alexander ; Kalepky, Markus ; Leontsinis, Stamatis |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 3, p. 203-229
|
Subject: | Hedging | Portfolio-Management | Portfolio selection |
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