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Regime-dependent smile-adjusted delta hedging

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Alexander, C., Rubinov, A., Kalepky, M. and Leontsinis, S. (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 1096-9934 doi: 10.1002/fut.20517

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20983
Identification Number/DOI 10.1002/fut.20517
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley
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Download
Full text not archived in this repository.
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It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

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