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~isPartOf:"ICMA Centre Discussion Papers in Finance"
~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~subject:"Hedging"
~subject:"Stochastic process"
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Alexander, Carol
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ICMA Centre Discussion Papers in Finance
Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
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