Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
| Year of publication: |
1999
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|---|---|
| Authors: | Frey, Rüdiger ; Runggaldier, Wolfgang J. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 50.1999, 2, p. 339-350
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