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Hedging the value of waiting
Boyle, Glenn W.; Guthrie, Graeme A. - In: Journal of banking & finance 30 (2006) 4, pp. 1245-1267
Persistent link: https://www.econbiz.de/10003310306
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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