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"Semi-static variance-optimal hedging in stochastic volatility models with ..."
Paolo Di Tella, Martin Haubold, Martin Keller-Ressel (2019)
- Paolo Di Tella, Martin Haubold, Martin Keller-Ressel:
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. J. Appl. Probab. 56(3): 787-809 (2019)
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