Implied integrated variance and hedging (Q4683083)

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scientific article; zbMATH DE number 6939289
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English
Implied integrated variance and hedging
scientific article; zbMATH DE number 6939289

    Statements

    title
    Implied integrated variance and hedging (English)
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    author
    Ruth Kaila
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    publication date
    19 September 2018
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    zbMATH Keywords
    integrated variance
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    stochastic volatility
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    hedging options
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    statistical inverse problems
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    Bayesian methods
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62F15
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    zbMATH DE Number
    6939289
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    OpenAlex ID
    W2078220153
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