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Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times

Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingOption PricingEngineeringComputational FinanceDerivative PricingDiscrete Random TimesBusinessRisk-minimizing Hedging StrategiesStochastic Volatility ModelsFinancial EngineeringStochastic VolatilityStatisticsFinanceFinancial Mathematics