Local risk-minimization for Barndorff-Nielsen and Shephard models
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- Jouini,E. & Cvitanic,J. & Musiela,Marek (ed.), 2001. "Handbooks in Mathematical Finance," Cambridge Books, Cambridge University Press, number 9780521792370.
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Keywords
Local risk-minimization; Barndorff-Nielsen and Shephard models; Stochastic volatility models; Malliavin calculus; Levy processes;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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