Performance measurement for option portfolios in a stochastic volatility framework (Q5072912)
From MaRDI portal
scientific article; zbMATH DE number 7518202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance measurement for option portfolios in a stochastic volatility framework |
scientific article; zbMATH DE number 7518202 |
Statements
Performance measurement for option portfolios in a stochastic volatility framework (English)
0 references
5 May 2022
0 references
performance measurement
0 references
option portfolios
0 references
stochastic volatility
0 references
Heston model
0 references
option-based factors
0 references
0 references
