Mai, J.-F.; Scherer, M.; Shenkman, N.
An analytical characterization of the exchangeable wide-sense geometric law
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Advances in Intelligent Systems and Computing
Springer Verlag
2012

Kallsen, J.; Muhle-Karbe, J.; Shenkman, N.; Vierthauer, R.
Discrete-time variance-optimal hedging in affine stochastic volatility models
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Alternative Investments and Strategies
Kiesel, R.; Scherer, M.; Zagst, R.; Editors
World Scientific
2010