User Settings
Article

Partial Hedges of Options: Estimation of Price and Default Risk under Stochastic Volatility

David Eagle-2005-01-01
0

Chat with Paper

AI Agents for this Paper

No abstract available for this paper.

Keywords

Stochastic volatilityEconomicsConstant elasticity of variance modelVolatility (finance)EconometricsImplied volatilityFinancial economicsEstimation

Chat

Click to start Chat