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~person:"Engle, Robert F."
~person:"Hillion, Pierre Henri"
~subject:"Hedging"
~type_genre:"Arbeitspapier"
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Engle, Robert F.
Hillion, Pierre Henri
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Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
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1997
Persistent link: https://www.econbiz.de/10000980780
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2
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
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1997
Persistent link: https://www.econbiz.de/10000643460
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3
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1995
Persistent link: https://www.econbiz.de/10000912231
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