2007•SSRN Electronic JournalOpen access
Option Hedging with Stochastic Volatility
Adam Kurpiel, Thierry Roncalli
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Adam Kurpiel, Thierry Roncalli
Abstract
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Key concepts: Stochastic volatility, Volatility (finance), Volatility smile, Financial economics, Economics, SABR volatility model, Econometrics, Implied volatility