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