Futures hedging with stochastic volatility : a new method
Year of publication: |
2020
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Authors: | Alghalith, Moawia ; Floros, Christos |
Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 10.2020, 2, p. 203-207
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Subject: | stochastic volatility | volatility of volatility | futures | hedging | Volatilität | Volatility | Hedging | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
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