Hulley, Hardy; Platen, Eckhard - 2008
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QUANTITATIVE FINANCE RESEARCH CENTRE
Research Paper 214 February 2008
Hedging for the Long Run
Hardy Hulley and … Eckhard Platen
ISSN 1441-8010 www.qfrc.uts.edu.au
HEDGING FOR THE LONG RUN
ECKHARD PLATEN AND … been proposed for pricing
and hedging equity derivatives. Prominent examples include stochas-
tic volatility models, jump …