Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745): Difference between revisions

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Latest revision as of 02:11, 2 July 2024

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Risk minimization in stochastic volatility models: model risk and empirical performance
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    Risk minimization in stochastic volatility models: model risk and empirical performance (English)
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    16 October 2009
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    locally risk-minimizing delta hedge
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    stochastic volatility
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    model risk
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    empirical hedge performance
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