Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options

Translated title of the contribution: Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options

A. Badescu, J. del Castillo, JP Ortega

Research output: Contribution to journalArticleResearch

Translated title of the contributionHedging of Time Discrete Auto-Regressive Stochastic Volatility Options
Original languageMultiple languages
Pages (from-to)271-306
JournalAnnals of economics and statistics
Volume123
Publication statusPublished - 1 Jan 2016

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