Multiperiod hedging in the presence of stochastic volatility
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- Harvey, Andrew & Ruiz, Esther & Shephard, Neil, 1994.
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- P. V. Viswanath, 1993. "Efficient use of information, convergence adjustments, and regression estimates of hedge ratios," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(1), pages 43-53, 02.
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