"Optimal Hedging Under Fast-Varying Stochastic Volatility."

Josselin Garnier, Knut Sølna (2020)

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DOI: 10.1137/18M1221655

access: closed

type: Journal Article

metadata version: 2020-05-20

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Josselin Garnier, Knut Sølna:
Optimal Hedging Under Fast-Varying Stochastic Volatility. SIAM J. Financial Math. 11(1): 274-325 (2020)

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