Rational Hedging with a Diversity of Implied Volatilities
The article presents new implied volatility models, exploring their application in delta hedging, some of which require advanced techniques and neural nets.
Featured in No. 15 on 14 Sep 2023 · 1 day after release · 0 citations today
- Released
- 13 Sep 2023
- First featured
- No. 15 · 14 Sep 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4570758
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