Risk minimization in stochastic volatility models: model risk and empirical performance

Author： Poulsen Rolf   Schenk-Hoppe Klaus Reiner   Ewald Christian-Oliver  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.9, Iss.6, 2009-09, pp. : 693-704

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