On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten, Ewald, Christian-OliverVolume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.691987
Date:
June, 2013
File:
PDF, 785 KB
english, 2013