Strictly Local Martingales and Hedge Ratios on Stochatic Volatility Models

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https://hdl.handle.net/1813/9055
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Author
Sin, C.
Abstract
Strictly Local Martingales and Hedge Ratios on Stochatic Volatility Models
Date Issued
1996-08
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1171
Type
technical report

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