Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
| Year of publication: |
2003
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|---|---|
| Authors: | Fan, Rong ; Gupta, Anurag ; Ritchken, Peter |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 58.2003, 5, p. 2219-2248
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