Local risk-minimization for Barndorff-Nielsen and Shephard models
Work
Year: 2017
Type: article
Source: Finance and Stochastics
Authors Takuji Arai, Yuto Imai, Ryoichi Suzuki
Institutions Keio University, Waseda University
Cites: 25
Cited by: 12
Related to: 10
FWCI: 1.538
Citation percentile (by year/subfield): 95.64
Subfield: Finance
Domain: Social Sciences
Open Access status: closed