References

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• 2000Do Call Prices and the Underlying Stock Always Move in the Same Direction?191 cited
• 1993A neural network model for estimating option prices136 cited
• 2000When is time continuous?130 cited
• 2017Optimal delta hedging for options98 cited
• 1997Using a Financial Training Criterion Rather than a Prediction Criterion77 cited
• 2011Dynamic Hedging of Portfolio Credit Derivatives61 cited
• 2004Delta-hedging vega risk?58 cited
• 2018Option Profit and Loss Attribution and Pricing: A New Framework