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Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
Rüdiger Frey, Wolfgang J. RunggaldierVolume:
50
Language:
english
Pages:
12
Journal:
Mathematical Methods of Operations Research (ZOR)
DOI:
10.1007/s001860050101
Date:
October, 1999
File:
PDF, 121 KB
english, 1999