Hedging under the Heston model with jump-to-default
Year of publication: |
2008
|
---|---|
Authors: | Carr, Peter ; Schoutens, Wim |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 4, p. 403-414
|
Subject: | Hedging | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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