Hedging in affine stochastic volatility models
Alternative title:  Absicherungsmethoden in affinen stochastischen Volatilitätsmodellen 

Year of publication: 
20100719

Authors:  Richard Vierthauer 
Subject:  MathematischNaturwissenschaftliche Fakultät  Faculty of Mathematics and Natural Sciences  Utilitybased pricing and hedging  varianceoptimal hedging  utility maximization  affine processes  stochastic volatility  Nutzenbasiertes Bewerten und Hedgen  varianzoptimales Hedgen  Nutzenoptimierung  affine Prozesse  stochastische Volatilität 

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