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.
2019
volatility; estimation; pricing
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/83637
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