Local risk-minimization for Barndorff-Nielsen and Shephard models
Crossref DOI link: https://doi.org/10.1007/s00780-017-0324-8
Published Online: 2017-03-13
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Arai, Takuji
Imai, Yuto
Suzuki, Ryoichi
License valid from 2017-03-13