Mean-Variance Hedging for Stochastic Volatility Models

Mean-Variance Hedging for Stochastic Volatility Models

Francesca Biagini, Paolo Guasoni, Maurizio Pratelli
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Volume:
10
Year:
2000
Language:
english
Pages:
15
DOI:
10.1111/1467-9965.00084
File:
PDF, 255 KB
english, 2000
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