Search results with tag "Option hedging with stochastic volatility"

Option hedging with stochastic volatility - Thierry Roncalli

Option hedging with stochastic volatility Adam Kurpiel⁄ L.A.R.E. U.R.A. n– 944, Universit¶e Montesquieu-Bordeaux IV, France Thierry Roncalliy FERC, City University Business School, England December 8, 1998

  With, Options, Volatility, Stochastic, Hedging, Option hedging with stochastic volatility