OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865): Difference between revisions
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Revision as of 15:50, 5 March 2024
scientific article; zbMATH DE number 1253667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL |
scientific article; zbMATH DE number 1253667 |
Statements
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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