Accessibility navigation

Regime-dependent smile-adjusted delta hedging

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

Full text not archived in this repository.

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

Item Type:Article
Divisions:Henley Business School > ICMA Centre
ID Code:20983

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation