Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance. / Poulsen, Rolf; Schenk-Hoppe, Klaus Reiner; Ewald, Christian-Oliver.
In: Quantitative Finance, Vol. 9, No. 6, 2009, p. 693-704.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Poulsen, R, Schenk-Hoppe, KR & Ewald, C-O 2009, 'Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance', Quantitative Finance, vol. 9, no. 6, pp. 693-704.
APA
Poulsen, R., Schenk-Hoppe, K. R., & Ewald, C-O. (2009). Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance. Quantitative Finance, 9(6), 693-704.
Vancouver
Poulsen R, Schenk-Hoppe KR, Ewald C-O. Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance. Quantitative Finance. 2009;9(6):693-704.
Author
Bibtex
@article{df05eae00caf11ddbee902004c4f4f50,
title = "Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance",
author = "Rolf Poulsen and Schenk-Hoppe, {Klaus Reiner} and Christian-Oliver Ewald",
year = "2009",
language = "English",
volume = "9",
pages = "693--704",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "6",
}
RIS
TY - JOUR
T1 - Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
AU - Poulsen, Rolf
AU - Schenk-Hoppe, Klaus Reiner
AU - Ewald, Christian-Oliver
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 9
SP - 693
EP - 704
JO - Quantitative Finance
JF - Quantitative Finance
SN - 1469-7688
IS - 6
ER -
ID: 3705856