Ray Popovic, David Goldsman. On valuing and hedging European options when volatility is estimated directly. European Journal of Operational Research, 218(1):124-131, 2012. [doi]
@article{PopovicG12,
title = {On valuing and hedging European options when volatility is estimated directly},
author = {Ray Popovic and David Goldsman},
year = {2012},
doi = {10.1016/j.ejor.2011.09.011},
url = {http://dx.doi.org/10.1016/j.ejor.2011.09.011},
researchr = {https://researchr.org/publication/PopovicG12},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {218},
number = {1},
pages = {124-131},
}