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
1 July 2002
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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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Hedging under stochastic volatility (English)
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