Comparison results for stochastic volatility models via coupling
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References listed on IDEAS
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- Frank Bosserhoff & Mitja Stadje, 2019. "Robustness of Delta hedging in a jump-diffusion model," Papers 1910.08946, arXiv.org.
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More about this item
KeywordsStochastic volatility; Uniformly integrable martingale; Time-change; 60J60; 60G17; 91B28; G13;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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