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Search: subject:": Delta-hedging"
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Hedging
46
Option pricing theory
33
Optionspreistheorie
33
Delta hedging
32
Option trading
25
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25
delta hedging
24
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18
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Physica A: Statistical Mechanics and its Applications
6
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ECONIS (ZBW)
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RePEc
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EconStor
1
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1
Varieties of volatility
Lee, Benjamin
- In:
Finance and society
9
(
2023
)
3
,
pp. 37-57
analysis in a range of fields. From quantitative finance, it takes the notion of '
delta-hedging
', the suspension or …
Persistent link: https://www.econbiz.de/10014371938
Saved in:
2
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:
3
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:
4
The efficiency of the Estr overnight index swap market
Realdon, Marco
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494849
Saved in:
5
Socioeconomic differentials in mortality : implications on index-based longevity hedges
Lyu, Pintao
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 359-387
Persistent link: https://www.econbiz.de/10014336393
Saved in:
6
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:
7
Fractional Brownian motion in option pricing and dynamic
delta
hedging
: experimental simulations
Dufera, Tamirat Temesgen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445631
Saved in:
8
Relationship between deep hedging and
delta
hedging
: leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
9
Discrete bismut formula : conditional integration by parts and a representation for
delta
hedging
process
Akiyama, Naho
;
Yamada, Toshihiro
- In:
Risk and decision analysis
9
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014450637
Saved in:
10
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
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