  We deal with the calculation of price sensitivities for stochastic volatility
models. General forms for the dynamics of the underlying asset price and its
volatility are considered. We make use of the chaotic (or Malliavin) calculus
to compute the price sensitivities. The obtained results are applied to several
recent stochastic volatility models as well as the existing ones that are
commonly used by practitioners. Each price sensitivity is a source of financial
risk. The suggested formulas are expected to improve on the hedging of the
underlying risk.
