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- W1557439968 abstract "The paper provides a numerical comparison of local risk minimisation and mean-variance hedging for some key variations of stochastic volatility models. A hedging and pricing framework is established for both approaches. Important quantitative differences become apparent that have implications for the implementation of hedging strategies under stochastic volatility." @default.
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- W1557439968 date "1998-12-01" @default.
- W1557439968 modified "2023-09-23" @default.
- W1557439968 title "Comparison of Some Key Approaches to Hedging in Incomplete Markets" @default.
- W1557439968 hasPublicationYear "1998" @default.
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