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

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Translated title of the contribution	Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options
Original language	Multiple languages
Pages (from-to)	271-306
Journal	Annals of Economics and Statistics
Volume	123
Publication status	Published - 1 Jan 2016

Cite this

@article{68e687e0a50c44ce8e462f5ae51090f7,

title = "Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options",

author = "A. Badescu and \{del Castillo\}, J. and JP Ortega",

year = "2016",

month = jan,

day = "1",

language = "M{\'u}ltiples idiomas",

volume = "123",

pages = "271--306",

journal = "Annals of Economics and Statistics",

issn = "2115-4430",

publisher = "Association pour le developpement de la recherche en economie et en statistique",

}