Cross- and delta-hedges : regression- versus price-based hedge ratios
Piet Sercu, Xueping Wu
| Year of publication: |
2000
|
|---|---|
| Authors: | Sercu, Piet ; Wu, Xueping |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 5, p. 735-757
|
| Subject: | Hedging | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001467847