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A simple expected volatility (SEV) index. (2008). McAleer, Michael ; Wiphatthanananthakul, C..
In: Econometric Institute Research Papers.
RePEc:ems:eureir:13992.

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  2. On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model. (2013). Ewald, Christian-Oliver ; Sai Hung Marten Ting, .
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