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Delta Hedging Bitcoin Options...
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1
Deep stochastic optimization in finance
Reppen, A. Max
;
Soner, Halil Mete
;
Tissot-Daguette, Valentin
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10014251569
Saved in:
2
Comparative analysis of root finding algorithms for implied
volatility
estimation of Ethereum options
Sapna, S.
;
Mohan, Biju R.
- In:
Computational economics
64
(
2024
)
1
,
pp. 515-550
Persistent link: https://www.econbiz.de/10015078042
Saved in:
3
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
4
Hedging
of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
5
Skewness versus Kurtosis : implications for pricing and
hedging
options
Kim, Sol
;
Lee, Geul
;
Park, Yuen Jung
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Saved in:
6
The Buffett critique :
volatility
and long-dated options
Gupta, Neeraj J.
;
Kurt, Mark
;
White, Reilly
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 524-537
Persistent link: https://www.econbiz.de/10011659004
Saved in:
7
Pricing and
hedging
competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
8
Optimal delta
hedging
for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
9
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
10
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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