Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394)
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scientific article; zbMATH DE number 5717819
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Variance-Optimal Hedging in General Affine Stochastic Volatility Models |
scientific article; zbMATH DE number 5717819 |
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Variance-Optimal Hedging in General Affine Stochastic Volatility Models (English)
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7 June 2010
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variance-optimal hedging
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stochastic volatility
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affine process
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0.84661067
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0.8370166
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0.8263511
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0.81812865
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0.81185687
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0.80741405
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0.8046668
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0.80389583
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