OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865)
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scientific article; zbMATH DE number 1253667
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| English | OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL |
scientific article; zbMATH DE number 1253667 |
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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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0.8362228274345398
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0.8310027122497559
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0.8122587203979492
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0.8110589385032654
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0.8107240200042725
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