OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865): Difference between revisions

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Latest revision as of 17:38, 28 May 2024

scientific article; zbMATH DE number 1253667
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English
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
scientific article; zbMATH DE number 1253667

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    OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (English)
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    5 July 1999
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    hedging
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    stochastic volatility
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    Black and Scholes implied volatility
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    filtering
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    estimation
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