RISK-MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
نویسندگان
چکیده
منابع مشابه
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
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ژورنال
عنوان ژورنال: Mathematical Finance
سال: 1994
ISSN: 0960-1627,1467-9965
DOI: 10.1111/j.1467-9965.1994.tb00062.x