Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus
Crossref DOI link: https://doi.org/10.1007/s40096-020-00371-4
Published Online: 2021-05-29
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bakhshmohammadlou, Minoo
Farnoosh, Rahman
Funding for this research was provided by:
Iran National Science Foundation (the proposal number 96000627)
Text and Data Mining valid from 2021-05-29
Version of Record valid from 2021-05-29
Article History
Received: 27 June 2020
Accepted: 26 December 2020
First Online: 29 May 2021