Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 3


Results: 4
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    Regime-dependent smile-adjusted delta hedging.

    Published in:
    Journal of Futures Markets, 2012, v. 32, n. 3, p. 203, doi. 10.1002/fut.20517
    By:
    • Alexander, Carol;
    • Rubinov, Alexander;
    • Kalepky, Markus;
    • Leontsinis, Stamatis
    Publication type:
    Article