Implied integrated variance and hedging (Q4683083)
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scientific article; zbMATH DE number 6939289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implied integrated variance and hedging |
scientific article; zbMATH DE number 6939289 |
Statements
Implied integrated variance and hedging (English)
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19 September 2018
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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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0.8362228274345398
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0.817884624004364
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0.7899054884910583
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0.7849225401878357
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0.7832509279251099
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