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Quantitative Finance Volume 23, 2023 - Issue 5

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Research Papers

Delta hedging bitcoin options with a smile

Carol Alexander† Business School, University of Sussex, Brighton, UK;‡ PHBS Business School, Peking University, Beijing, People's Republic of ChinaCorrespondence[email protected]

https://orcid.org/0000-0003-1247-0184

Arben Imeraj† Business School, University of Sussex, Brighton, UK

https://orcid.org/0000-0002-4137-3896

Pages 799-817 | Received 27 Apr 2022, Accepted 10 Feb 2023, Published online: 05 Mar 2023

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https://doi.org/10.1080/14697688.2023.2181205
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