Platen, Eckhard; Hulley, Hardy - Finance Discipline Group, Business School - 2008
pricing and hedging equity derivatives. Prominent examples include stochastic volatility models, jump diffusion models, and … satisfactorily pricing and hedging extremely long-dated claims. Since they all fall within the ambit of risk-neutral pricing, it is … been proposed for pricing
and hedging equity derivatives. Prominent examples include stochas-
tic volatility models, jump …