---
title: Volatility Models: Pricing and Hedging with Fourier
url: https://www.ml-quant.com/papers/ssrn/4714535/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4714535
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4714535
featured: 2024-02-07
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Models: Pricing and Hedging with Fourier

Pricing and Hedging with Fourier: The research investigates a volatility model incorporating famous models like SteinStein Bergomi and Heston, using Fourier inversion techniques for pricing and hedging certain options.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4714535
- Identifier: SSRN 4714535
- Released: 2024-02-02
- First featured: Quant Letter No. 36 (2024-02-07): https://www.ml-quant.com/issues/2024-02-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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