When only hedging with the underlying, our empirical results present that neural-SDE MV-centered delta hedging outperforms BS and Heston delta hedging on typical, and is notably simpler all over harassed industry durations…
When only hedging with the underlying, our empirical results present that neural-SDE MV-centered delta hedging outperforms BS and Heston delta hedging on typical, and is notably simpler all over harassed industry durations…