Delta-hedging in fractional volatility models (Q2694770)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delta-hedging in fractional volatility models |
scientific article |
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Delta-hedging in fractional volatility models (English)
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4 April 2023
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long-memory
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stochastic volatility
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hedging
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hedging bias
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