Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

Journal of Finance

Volumn 58, Issue 5, 2003, Pages 2219-2248

  Fan, Rong ^b   Gupta, Anurag ^a   Ritchken, Peter ^a  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142157077     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00603     Document Type: Article

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