Name of Quantlet: Deribit_inverse_BTC_options_hedging

Published in: Dynamic hedging of the inverse BTC option with Heston stochastic volatility model

Description: We focus on the inverse BTC options traded in Deribit and provide codes for calculating greeks under SV.

Keywords: 
- 'Inverse BTC option
- 'option pricing
- 'stochastic volatility model
- 'dynamic hedge
- 'Greeks letter

Author: 
- 'Yung-Chi Chang, Huei Wen Teng, Wolfgang Haerdle

Submitted: Nov 5, 2022