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Option trading
Hedging
46
Option pricing theory
33
Optionspreistheorie
33
Delta hedging
32
Optionsgeschäft
25
delta hedging
24
Volatility
18
Volatilität
18
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16
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Portfolio selection
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Theorie
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Delta-hedging
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Option pricing
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option pricing
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Anderegg, Benjamin
2
Fry-McKibbin, Renée
2
Martin, Vance
2
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2
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2
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2
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2
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Accurate
delta
hedging
of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
2
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
3
Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
-
2022
Persistent link: https://www.econbiz.de/10013192393
Saved in:
4
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
5
GARCH pricing and hedging of VIX options
Liu, Qiang
;
Jiao, Yuhan
;
Guo, Shuxin
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
Saved in:
6
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
7
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
8
Quantification of feedback effects in FX options markets
Anderegg, Benjamin
;
Sornette, Didier
;
Ulmann, Florian …
-
2019
Persistent link: https://www.econbiz.de/10012026522
Saved in:
9
Analytic formula for option margin with liquidity costs under dynamic
delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
10
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
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