Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model - 惯性聚合

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Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model

Martin Keller-Ressel · 2022-07-27 · via math.PR updates on arXiv.org

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