Model-free hedge ratios and scale-invariant models
Carol Alexander; Leonardo M. Nogueira
| Year of publication: |
2007
|
|---|---|
| Authors: | Alexander, Carol ; Nogueira, Leonardo M. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 6, p. 1839-1861
|
| Subject: | Hedging | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003483512