Multiperiod hedging in the presence of stochastic volatility
| Year of publication: |
2001
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|---|---|
| Authors: | Lien, Donald ; Wilson, Bradley K. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 10.2001, 4, p. 395-406
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