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Insiders' hedging in a stochastic volatility model
Park, Sang-Hyeon; Lee, Kiseop - In: IMA journal of management mathematics 27 (2016) 2, pp. 281-295
Persistent link: https://www.econbiz.de/10011567200
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Volatility and variance swaps and options in the fractional SABR model
Kim, See-Woo; Kim, Jeong-Hoon - In: The European journal of finance 26 (2020) 17, pp. 1725-1745
Persistent link: https://www.econbiz.de/10012314649