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2. A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models. (2025). Wang, Chen ; Ma, Junmei ; Xu, Wei.
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3. A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Augustyniak, Maciej ; Begin, Jean-Franois ; Badescu, Alexandru.
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5. A profitable modification to global quadratic hedging. (2019). Augustyniak, Maciej ; Godin, Frederic ; Simard, Clarence.
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6. It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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1. The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778.

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2. Deep Hedging with Options Using the Implied Volatility Surface. (2025). Fr'ed'eric Godin, ; Gauthier, Genevieve ; Franccois, Pascal.
   In: Papers.
   RePEc:arx:papers:2504.06208.

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3. Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos.
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   RePEc:arx:papers:2407.21138.

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4. iCOS: Option-Implied COS Method. (2024). Vladimirov, Evgenii.
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   RePEc:arx:papers:2309.00943.

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5. Delta hedging and volatility-price elasticity: A two-step approach. (2023). Yang, Xuewei ; Zhu, Peng ; Xia, Kun.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:153:y:2023:i:c:s0378426623001176.

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6. A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Augustyniak, Maciej ; Begin, Jean-Franois ; Badescu, Alexandru.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

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7. CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning. (2023). Daluiso, Roberto ; Trapletti, Michele ; Pinciroli, Marco ; Vittori, Edoardo.
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8. Hedging option books using neural-SDE market models. (2022). Wang, Sheng ; Cohen, Samuel N ; Reisinger, Christoph.
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   RePEc:arx:papers:2205.15991.

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9. Ideal Investment Protection in Optimistic Perceptions: Evidence From the Indian Equity Options Market. (2021). Varghese, James ; Jose, Babu.
   In: International Journal of Financial Research.
   RePEc:jfr:ijfr11:v:12:y:2021:i:2:p:327-340.

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10. VIX derivatives, hedging and vol-of-vol risk. (2020). Seeger, Norman J ; Kaeck, Andreas.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:283:y:2020:i:2:p:767-782.

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11. Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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12. It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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13. Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Santucci de Magistris, Paolo ; Barletta, Andrea.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299.

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14. Risk factors and their associated risk premia: An empirical analysis of the crude oil market. (2018). Unger, Nils ; Hain, Martin ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:44-63.

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15. Optimal delta hedging for options. (2017). White, Alan ; Hull, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:180-190.

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16. RANDOM TIME FORWARD-STARTING OPTIONS. (2016). Ramponi, Alessandro ; Scarlatti, S ; Antonelli, F.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:08:n:s0219024916500503.

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17. Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data. (2015). Fengler, Matthias ; Audrino, Francesco.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:46-63.

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18. Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints. (2015). Fengler, Matthias ; Hin, Lin-Yee.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:2:p:242-261.

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19. Random Time Forward Starting Options. (2015). Ramponi, Alessandro ; Scarlatti, Sergio ; Antonelli, Fabio.
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20. Quadratic hedging schemes for non-Gaussian GARCH models. (2014). ELLIOTT, ROBERT J. ; Ortega, Juan-Pablo ; Badescu, Alexandru.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:42:y:2014:i:c:p:13-32.

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21. Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data. (2013). Fengler, Matthias ; Audrino, Francesco.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2013:11.

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22. Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints. (2013). Fengler, Matthias ; Hin, Lin-Yee.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2011:36.

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23. Quadratic hedging schemes for non-Gaussian GARCH models. (2013). ELLIOTT, ROBERT J. ; Ortega, Juan-Pablo ; Badescu, Alexandru.
    In: Papers.
    RePEc:arx:papers:1209.5976.

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24. Regime-Dependent Smile-Adjusted Delta Hedging. (2010). Alexander, Carol ; Leontsinis, Stamatis ; Kalepky, Markus ; Rubinov, Alexander .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-10.

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25. Does model fit matter for hedging? Evidence from FTSE 100 options. (2010). Alexander, Carol ; Kaeck, Andreas.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-05.

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26. Risk minimization in stochastic volatility models: model risk and empirical performance. (2009). Schenk-Hoppé, Klaus ; Ewald, Christian-Oliver ; Poulsen, Rolf ; Schenk-Hoppe, Klaus Reiner.
    In: Quantitative Finance.
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