Abstract
This chapter introduces into the pricing and hedging of derivatives under stochastic volatility. The emphasis is on standard derivatives for various index models. We choose as underlying security a diversified index, which we interpret as GOP.
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© 2006 Springer-Verlag Berlin Heidelberg
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Platen, E., Heath, D. (2006). Modeling Stochastic Volatility. In: A Benchmark Approach to Quantitative Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-47856-0_12
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DOI: https://doi.org/10.1007/978-3-540-47856-0_12
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26212-1
Online ISBN: 978-3-540-47856-0
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