Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

Rolf Poulsen, Klaus Reiner Schenk-Hoppe, Christian-Oliver Ewald

35 Citations (Scopus)

Cite this

@article{df05eae00caf11ddbee902004c4f4f50,

title = "Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance",

author = "Rolf Poulsen and Schenk-Hoppe, {Klaus Reiner} and Christian-Oliver Ewald",

year = "2009",

language = "English",

volume = "9",

pages = "693--704",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

number = "6",

}