A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (Q4213037): Difference between revisions
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Latest revision as of 20:53, 19 March 2024
scientific article; zbMATH DE number 1208368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models |
scientific article; zbMATH DE number 1208368 |
Statements
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (English)
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7 October 1998
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GARCH option pricing
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Black-Scholes
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option pricing
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ARCH-type model
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hedging formula
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stochastic volatility
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