Pages that link to "Item:Q2694770"
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The following pages link to Delta-hedging in fractional volatility models (Q2694770):
Displaying 8 items.
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- The role of long memory in hedging effectiveness (Q1023640) (← links)
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- Understanding delta-hedged option returns in stochastic volatility environments (Q2013296) (← links)
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- (Q5439755) (← links)
- Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)