Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Quantitative Finance |
Volume | 9 |
Issue number | 6 |
Pages (from-to) | 693-704 |
ISSN | 1469-7688 |
Publication status | Published - 2009 |
ID: 3705856