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Hedging under stochastic volatility - MaRDI portal

Hedging under stochastic volatility (Q2725578)

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scientific article; zbMATH DE number 1619437
Language Label Description Also known as
English
Hedging under stochastic volatility
scientific article; zbMATH DE number 1619437

    Statements

    author
    K. Ronnie Sircar
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    publication date
    1 July 2002
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    zbMATH Keywords
    hedging strategies
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    random volatility process
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    asset price
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    volatility risk
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    title
    Hedging under stochastic volatility (English)
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    Identifiers

    zbMATH DE Number
    1619437
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