共 50 条
- [3] Regime-dependent smile-adjusted delta hedging [J]. JOURNAL OF FUTURES MARKETS, 2012, 32 (03) : 203 - 229
- [4] Smile-implied hedging with volatility risk [J]. JOURNAL OF FUTURES MARKETS, 2021, 41 (08) : 1220 - 1240
- [5] DELTA HEDGING AND RETURN [J]. PROCEEDINGS OF THE 10TH INTERNATIONAL SYMPOSIUM ON OPERATIONAL RESEARCH SOR 09, 2009, : 321 - 324
- [7] The price of a smile: Hedging and spanning in option markets [J]. REVIEW OF FINANCIAL STUDIES, 2001, 14 (02): : 495 - 527
- [9] Delta hedging strategies comparison [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 185 (03) : 1615 - 1631