Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium
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- Material Type
- 記事
- Author/Editor
- Takuji Arai
- Author Heading
- Periodical title
- Advances in mathematical economics
- No. or year of volume/issue
- 20:2016
- Volume
- 20
- Pages
- 3-22
- Publication date of volume/issue (W3CDTF)
- 2016
- ISSN (Periodical Title)
- 1866-2226