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Search: subject:"Delta-hedging"
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Hedging
50
Option pricing theory
38
Optionspreistheorie
38
Delta hedging
33
Option trading
30
Optionsgeschäft
30
Black-Scholes model
26
Black-Scholes-Modell
26
delta hedging
24
Derivat
23
Derivative
23
Volatility
20
Volatilität
19
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14
Stochastischer Prozess
14
Theorie
12
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12
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Portfolio selection
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Delta-hedging
9
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6
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5
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option pricing
4
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3
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Article
76
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Wang, Xiao-Tian
5
Fry-McKibbin, Renée
4
Tang, Chrismin
4
Alexander, Carol
3
Martin, Vance
3
Anderegg, Benjamin
2
Cao, Lingyan
2
Fliess, Michel
2
Hilliard, Jitka
2
Hu, Jianfeng
2
Join, Cédric
2
Lee, Benjamin
2
Li, Johnny Siu-Hang
2
Li, Wei
2
Mancino, Maria Elvira
2
Mastinšek, Miklavž
2
Rüschendorf, Ludger
2
Sanfelici, Simona
2
Sornette, Didier
2
Sun, Licheng
2
Ulmann, Florian
2
Wan, Justin W. L.
2
Wolf, Viktor
2
Zhou, Kenneth Q.
2
Akiyama, Naho
1
Atanasova, Christina
1
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1
Barbon, Andrea
1
Beckmeyer, Heiner
1
Biegler-König, Richard
1
Breitner, Michael H.
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1
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1
CHERNY, ALEXANDER
1
Cairns, Andrew J.G.
1
Casas, Isabel
1
Chen, Yangang
1
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1
Dong, Bing
1
Du, Xiaodong
1
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HAL
2
Henley Business School, University of Reading
2
Center for Agricultural and Rural Development (CARD), Iowa State University
1
Crawford School of Public Policy, Australian National University
1
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Physica A: Statistical Mechanics and its Applications
6
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Quantitative finance
4
Applied mathematical finance
2
Finance Research Letters
2
Finance research letters
2
ICMA Centre Discussion Papers in Finance
2
Insurance
2
International journal of financial engineering
2
Journal of Banking & Finance
2
Journal of banking & finance
2
Journal of financial economics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Mathematical Finance
1
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1
CAMA Working Papers
1
CAMA working paper series
1
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1
Computational Statistics
1
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1
Czech Journal of Economics and Finance (Finance a uver)
1
Derivatives Applications in Asset Management : From Theory to Practice
1
EconoQuantum : Revista de Economía y Negocios
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance and Society
1
Finance and society
1
Finance and stochastics
1
Insurance: Mathematics and Economics
1
International Journal of Sustainable Economy
1
International journal of entrepreneurship and small business : IJESB
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Financial Economics
1
Journal of Financial Transformation
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
53
RePEc
32
EconStor
2
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1
Aggregate illiquidity and crypto option returns
Atanasova, Christina
;
Miao, Terrel
;
Segarra, Ignacio
; …
- In:
Finance research letters
85
(
2025
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015573507
Saved in:
2
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:
3
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/10015191646
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Harvesting volatility risk premium with equity index options
Vatanen, Kari
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 425-432)
.
2025
Persistent link: https://www.econbiz.de/10015434685
Saved in:
10
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
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