A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
نویسندگان
چکیده
منابع مشابه
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Ce document est publié dans l'intention de rendre accessibles les résultats préliminaires de la recherche effectuée au CIRANO, afin de susciter des échanges et des suggestions. Les idées et les opinions émises sont sous l'unique responsabilité des auteurs, et ne représentent pas nécessairement les positions du CIRANO ou de ses partenaires. This paper presents preliminary research carried out at...
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ژورنال
عنوان ژورنال: Mathematical Finance
سال: 1998
ISSN: 0960-1627,1467-9965
DOI: 10.1111/1467-9965.00049