Hedging with Stochastic and Local Volatility
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KeywordsLocal volatility; stochastic volatility; implied volatility; hedging; dynamic delta hedging; volatility dymamics;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
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