Delta-hedging in fractional volatility models
Year of publication: |
2023
|
---|---|
Authors: | Zhao, Qi ; Chronopoulou, Alexandra |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 19.2023, 1, p. 119-140
|
Subject: | Hedging | Hedging bias | Long-memory | Stochastic volatility | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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