Implied integrated variance and hedging

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Original languageEnglish
Pages (from-to)1515-1530
JournalQuantitative Finance
Volume15
Issue number9
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

    Research areas

  • Bayesian methods, G13, Hedging options, Integrated variance, Statistical inverse problems, Stochastic volatility

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