Performance Measurement for Option Portfolios in a Stochastic Volatility Framework

2018 ◽  
Author(s):  
Rainer Baule ◽  
Oliver Entrop ◽  
Sebastian Wessels
1987 ◽  
Author(s):  
Wayne L. Waag ◽  
Byron J. Pierce ◽  
Steve Fessler

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