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Quadratic hedging in affine stochastic volatility models

✍ Scribed by Jan Kallsen; Richard Vierthauer

Publisher: Springer US
Year: 2009
Tongue: English
Weight: 348 KB
Volume: 12
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-009-9034-5

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