This article serves the purpose of reviewing recent developments of the estimation and modeling of volatilities for financial products as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models.
Volatility and volatility linked derivatives: estimation, modeling and pricing
Maria Elvira Mancino;
2019
Abstract
This article serves the purpose of reviewing recent developments of the estimation and modeling of volatilities for financial products as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models.File in questo prodotto:
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