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"Risk-minimizing hedging strategies under restricted information: The case ..."

Rüdiger Frey, Wolfgang J. Runggaldier (1999)

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DOI: 10.1007/S001860050101

access: closed

type: Journal Article

metadata version: 2020-03-03

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Rüdiger Frey, Wolfgang J. Runggaldier:
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. Math. Methods Oper. Res. 50(2): 339-350 (1999)

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