Kristensen, Dennis; Mele, Antonio - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … (1994): �The Log Contract: A New Instrument to Hedge Volatility,�Journal of Portfolio
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Schaumburg, E. (2004): �Estimation of Markov Processes with Levy Type Generators,�Working
paper, Kellogg School of Management …