Options & Derivatives - Frontier Ledger

Options & Derivatives

20 articles on implied volatility forecasting, dynamic delta hedging, exotic options, and derivatives strategies.

1

Implied Volatility Surface Forecasting with GANs

2

Dynamic Delta Hedging via Recurrent RL

3

Predicting Skew Changes Ahead of Earnings Events

4

Volatility Clustering and GARCH-X Neural Hybrids

5

Auto-Calibrating SABR Parameters with Bayesian Optimization

6

Using Variance Swaps as an Input Feature in Equity Models

7

Early Exercise Decision Modeling for American Options

8

Dispersion Trading Signals from Sentiment Divergence

9

Detecting Put Skew Anomalies with Graph Embeddings

10

Machine-Learning Approaches to Greeks Approximation

11

Exotic Option Pricing via Physics-Informed Neural Nets

12

Cross-Asset Vol Arbitrage: FX vs Equity vs Commodities

13

Portfolio Margin Optimization for Option Sellers

14

Synthetic Local Vol Surfaces from Sparse Market Quotes

15

RL-Based Vol-Targeted Straddle Strategies

16

Predicting Vol ETP Decay Using LSTM on VIX Futures

17

Gamma-Scalping Bots: Implementation and Risk Controls

18

Combining Order-Book Pressure with IV Movements

19

Detecting Early Signs of Volmageddon-Style Events

20

Deep Hedging: End-to-End Learning of Dynamic Hedging Strategies