Volatility-adapted network model for hedging equity index options

Hedging index options reduce the risk from equity price changing using strategies as purchase or sale options, futures, or other derivatives. The complexity and visibility can hinder interpretation and transparency to making hard for stakeholders to fully comprehend or accept the decision-making pro...

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Bibliographic Details
Main Authors: Jingyi Hou, Zhen Dong
Format: Article
Language:English
Published: Taylor & Francis Group 2025-07-01
Series:Automatika
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/00051144.2025.2475261
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