Risk minimization in stochastic volatility models: model risk and empirical performance
نویسندگان
چکیده
منابع مشابه
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2009
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697680902852738