Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745)
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scientific article; zbMATH DE number 5616503
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| English | Risk minimization in stochastic volatility models: model risk and empirical performance |
scientific article; zbMATH DE number 5616503 |
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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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0.7767276763916016
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0.7704940438270569
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0.7704940438270569
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0.7649498581886292
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