Quadratic hedging in affine stochastic volatility models
type: Item
instance of: scholarly article
title: Quadratic hedging in affine stochastic volatility models
zbMATH Open document ID: 1168.91463
author: Jan Kallsen
author: Richard Vierthauer
published in: Review of Derivatives Research
publication date: 2009-08-31T00:00:00Z
full work available at URL: macau publ 00000345
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5600272
MaRDI profile type: Publication
OpenAlex ID: W2094047149
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DOI: 10.1007/S11147-009-9034-5
description: scientific article; zbMATH DE number 5600272