Where's My Delta?

[PDF] researchgate.net

[PDF][PDF] Hedging Barrier Options through a Log-Normal Local Stochastic Volatility Model

W Ning, G Leea, N Langrenea - researchgate.net
In the equity and foreign exchange (FX) markets, there has been a shift towards using
nonaffine pricing models as these have been shown to produce more realistic volatility …
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