Hedging options in the incomplete market with stochastic volatility

Quantitative Finance Research Finance Discipline Group University of Technology, Sydney.

Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility

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Overview Our research Teaching and learning Future researchers Hedging options in the incomplete market with stochastic volatility partnerships. Quantitative Finance Research focuses on financial risk management and the associated quantitative methods. Events QMF 12 - 17 December More Quantitative Finance Research events.

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