delta-hedging topic

Automatic Options Hedging and Backtesting

kgeoffrey

Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network

cate-art

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

Blue-Universe

Simulation of delta hedging

732jhy

Delta hedging under SABR model

bradleyboyuyang