Delta Hedging and Volatility-Price Elasticity: A Two-Step Approach

2020 ◽  
Author(s):  
Peng Zhu ◽  
Kun Xia ◽  
Xuewei Yang
Author(s):  
William Rhodes ◽  
Patrick Johnston ◽  
Song Han ◽  
Quentin McMullen ◽  
Lynne Hozik

Author(s):  
Je.H. Sahibgareeva ◽  
◽  
S.N. Cherkasov ◽  
A.Ju. Bragin ◽  
◽  
...  

Author(s):  
Gaétan de Rassenfosse ◽  
Bruno van Pottelsberghe de la Potterie

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