Complete–market models of stochastic volatility (Q3043424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete–market models of stochastic volatility |
scientific article |
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Complete–market models of stochastic volatility (English)
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6 August 2004
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options
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Black-Scholes model
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volatility
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vega hedging
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