Hedging under stochastic volatility
From MaRDI portal
Recommendations
Cited in
(23)- Financial options and statistical prediction intervals
- Good deal hedging and valuation under combined uncertainty about drift and volatility
- Adapted hedging
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises
- scientific article; zbMATH DE number 5894935 (Why is no real title available?)
- scientific article; zbMATH DE number 5802309 (Why is no real title available?)
- Risk minimization in stochastic volatility models: model risk and empirical performance
- Hedging in Financial Markets
- ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES
- An empirical comparison of two stochastic volatility models using Indian market data
- Hedging of Options with a Given Probability
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT
- HEDGING STRATEGY WITH LANGEVIN EVOLUTION
- General Black-Scholes models accounting for increased market volatility from hedging strategies
- Stochastic volatility, smile & asymptotics
- scientific article; zbMATH DE number 1897426 (Why is no real title available?)
- scientific article; zbMATH DE number 797367 (Why is no real title available?)
- Hedging with small uncertainty aversion
- Optimal hedging under fast-varying stochastic volatility
- Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
- Volatility-invariant hedging
This page was built for publication: Hedging under stochastic volatility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2725578)