Regime-dependent smile-adjusted delta hedging
Article first published online: 9 MAR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 3, pages 203–229, March 2012
How to Cite
Alexander, C., Rubinov, A., Kalepky, M. and Leontsinis, S. (2012), Regime-dependent smile-adjusted delta hedging. J. Fut. Mark., 32: 203–229. doi: 10.1002/fut.20517
- Issue published online: 2 FEB 2012
- Article first published online: 9 MAR 2011
- Manuscript Accepted: 27 JAN 2011
- Manuscript Received: 31 OCT 2010
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