Regime‐dependent smile‐adjusted delta hedging

Carol Alexander, Alexander Rubinov, Markus Kalepky and Stamatis Leontsinis

Journal of Futures Markets, 2012, vol. 32, issue 3, 203-229

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (7)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Regime-Dependent Smile-Adjusted Delta Hedging (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:32:y:2012:i:3:p:203-229

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().