Before revision: We aim to obtain explicit representations of locally risk-minimizing  of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein-Uhlenbeck type stochastic volatility models.
After revision: We obtain explicit representations of locally risk-minimizing of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein-Uhlenbeck type stochastic volatility models.