![How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies](https://i0.wp.com/artursepp.com/wp-content/uploads/2018/04/OptVol1.jpg?resize=620%2C406&ssl=1)
How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies
![greeks - Gamma/delta dynamics in the Black Scholes model and it's relation to PnL (Basic of option theory) - Quantitative Finance Stack Exchange greeks - Gamma/delta dynamics in the Black Scholes model and it's relation to PnL (Basic of option theory) - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/Md82h.png)
greeks - Gamma/delta dynamics in the Black Scholes model and it's relation to PnL (Basic of option theory) - Quantitative Finance Stack Exchange
![How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies](https://i0.wp.com/artursepp.com/wp-content/uploads/2017/08/deltahedge.png?fit=620%2C355&ssl=1)
How to optimize volatility trading and delta-hedging strategies under the discrete hedging with transaction costs | Artur Sepp Blog on Quantitative Investment Strategies
![Hedging Gamma & Vega - The higher order Greeks hedge optimization Excel spreadsheet - Part I - FinanceTrainingCourse.com Hedging Gamma & Vega - The higher order Greeks hedge optimization Excel spreadsheet - Part I - FinanceTrainingCourse.com](https://financetrainingcourse.com/education/wp-content/uploads/2012/11/110312_0244_HedgingGamm2.png)