Hedging Options with Scale-Invariant Models
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KeywordsScale invariance; hedging; minimum variance; hedging; stochastic volatility;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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