Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725)
From MaRDI portal
scientific article; zbMATH DE number 7209456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedging Under Fast-Varying Stochastic Volatility |
scientific article; zbMATH DE number 7209456 |
Statements
Optimal Hedging Under Fast-Varying Stochastic Volatility (English)
0 references
8 June 2020
0 references
stochastic volatility
0 references
rough volatility
0 references
hedging
0 references
risk quantification
0 references
0 references
0 references
