Given the evidence supports that the stocks volatility is stochastic and the BSM model is rejected by

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Given the evidence supports that the stock’s volatility is stochastic and the BSM model is rejected by the data, how can one hedge options?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:55 AM

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Given the evidence supports that the stocks volatility is stochastic and the BSM model is rejected by

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An Introduction to Derivative Securities Financial Markets and Risk Management

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