Quadratic hedging in affine stochastic volatility models

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

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (13)

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