Hedging cryptocurrency options (Q6154211): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+Alternative models for stock price dynamics.
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+Model risk of contingent claims
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Q3815091
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+Normal rank
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+Arbitrage-free SVI volatility surfaces
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+Normal rank
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q3790948
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+Normal rank
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Option pricing when underlying stock returns are discontinuous
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+Risk minimization in stochastic volatility models: model risk and empirical performance
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+Q4878900
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+Normal rank
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+On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
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+Publication:6154211