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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

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To link to this item DOI: 10.1002/fut.20517


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20983
Publisher:Wiley
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