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A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models

✍ Scribed by René Garcia; Èric Renault

Book ID: 108550425
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 79 KB
Volume: 8
Category: Article
ISSN: 0960-1627
DOI: 10.1111/1467-9965.00049

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