Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745): Difference between revisions
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Revision as of 05:57, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in stochastic volatility models: model risk and empirical performance |
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Risk minimization in stochastic volatility models: model risk and empirical performance (English)
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16 October 2009
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locally risk-minimizing delta hedge
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stochastic volatility
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model risk
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empirical hedge performance
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