Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394)
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English | Variance-Optimal Hedging in General Affine Stochastic Volatility Models |
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Variance-Optimal Hedging in General Affine Stochastic Volatility Models (English)
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7 June 2010
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variance-optimal hedging
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stochastic volatility
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affine process
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