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2 research outputs found
Stochastic Volatility for Utility Maximisers - A Risk to Be Hedged?
Author
Bj�rk
Drimus
+19Â more
Duffie
Faires Burden
Hansis Branger
Heston
Jaisson Gatheral
Kraft
Liu
Lorenz Dimitroff
Macdonald
Martin JJnsson
Merton
Munk
Pham
Ross
Simon Ellersgaard Nielsen
Strickland Selby
Sun Carr
Viceira Chacko
Xia Brennan
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
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