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Risk minimization in stochastic volatility models: model risk and empirical performance
Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Ewald, Christian-OliverVolume:
9
Langue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680902852738
Date:
September, 2009
Fichier:
PDF, 230 KB
english, 2009