Model risk adjusted hedge ratios
Year of publication: |
2009
|
---|---|
Authors: | Alexander, Carol ; Kaeck, Andreas ; Nogueira, Leonardo M. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 11, p. 1021-1049
|
Subject: | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling | Volatilität | Volatility | USA | United States | 2007-2008 |
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