On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430)
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scientific article; zbMATH DE number 6260382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model |
scientific article; zbMATH DE number 6260382 |
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (English)
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20 February 2014
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locally risk-minimising hedging
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stochastic volatility
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asymptotic solutions
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model risk
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empirical hedging performance
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