Delta hedging with stochastic volatility.

Aber

Member
In my thesis I want to work with delta hedging with stochastic volatility using Black-Scholes model. How will you suggest I implement numerical solutions using data from the real world? Beside Monte Carlo, which numerical solutions will be useful.
 

RKG

Member
C++ Student
Why do you not want to use monte carlo, other wise you could look into latticemethod.
 
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