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  • Search: subject:"Delta-hedging"
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Year of publication
Subject
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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 Stochastic process 14 Stochastischer Prozess 14 Theorie 12 Theory 12 Transaction costs 12 Portfolio selection 11 Portfolio-Management 11 Delta-hedging 9 Monte Carlo simulation 6 Risikomanagement 6 Risk management 6 Option pricing 5 Risiko 5 Risk 5 Scaling 5 Contagion 4 Financial crises 4 Index futures 4 Index-Futures 4 Transaktionskosten 4 option pricing 4 Analysis 3 Capital income 3 Capital market returns 3 Exchange options 3 Implied volatility 3 Kapitaleinkommen 3
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Online availability
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Undetermined 50 Free 20 CC license 2
Type of publication
All
Article 76 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Aufsatz im Buch 3 Book section 3 Conference paper 3 Konferenzbeitrag 3 Article 2
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Language
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English 59 Undetermined 27 Czech 1
Author
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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 BRODÉN, MATS 1 Barbon, Andrea 1 Beckmeyer, Heiner 1 Biegler-König, Richard 1 Breitner, Michael H. 1 Brodén, Mats 1 Buraschi, Andrea 1 CHERNY, ALEXANDER 1 Cairns, Andrew J.G. 1 Casas, Isabel 1 Chen, Yangang 1 Cheng, Benjamin 1 Dong, Bing 1 Du, Xiaodong 1
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Institution
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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
Published in...
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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 Applied economics 1 CAMA Working Papers 1 CAMA working paper series 1 Center for Agricultural and Rural Development (CARD) Publications 1 Computational Statistics 1 Computational economics 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 1 Journal of international money and finance 1 Journal of mathematical finance 1
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Source
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ECONIS (ZBW) 53 RePEc 32 EconStor 2
Showing 1 - 10 of 87
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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
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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
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Cover Image
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
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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
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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
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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
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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
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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
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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
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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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