On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
| Year of publication: |
2013
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|---|---|
| Authors: | Ting, Sai Hung Marten ; Ewald, Christian-Oliver |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 939-954
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