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Risk minimization in stochastic volatility models: model risk and empirical performance [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.693-704
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Author(s): Poulsen, Rolf; Schenk-Hoppé, Klaus Reiner; Ewald, Christian-Oliver
Source: Quantitative Finance, 9 (2009) 6. p.693-704