✦ LIBER ✦
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
✍ Scribed by Rüdiger Frey; Wolfgang J. Runggaldier
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 121 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0340-9422
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