Time Structure Dominates Rebalancing Frequency in Systematic Option Hedging

SSRN Electronic Journal 2026 Preprint Open access

Read full text

Authors: Tomohiro Morita

DOI: 10.2139/ssrn.6187818

Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling