Delta hedging bitcoin options with a smile (Q6158441)
From MaRDI portal
scientific article; zbMATH DE number 7698411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delta hedging bitcoin options with a smile |
scientific article; zbMATH DE number 7698411 |
Statements
Delta hedging bitcoin options with a smile (English)
0 references
20 June 2023
0 references
derivatives hedging
0 references
implied volatility curve
0 references
perpetual contract
0 references
robust finance
0 references
dynamic delta hedging
0 references
