Quadratic hedging in affine stochastic volatility models
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Publication:836036
DOI10.1007/s11147-009-9034-5zbMath1168.91463OpenAlexW2094047149MaRDI QIDQ836036
Jan Kallsen, Richard Vierthauer
Publication date: 31 August 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://macau.uni-kiel.de/receive/macau_publ_00000345
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