---
title: Rational Hedging with a Diversity of Implied Volatilities
url: https://www.ml-quant.com/papers/ssrn/4570758/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4570758
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4570758
featured: 2023-09-14
citations: 0
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4570758
- Identifier: SSRN 4570758
- Released: 2023-09-13
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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