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Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
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Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol; Kaeck, Andreas - In: The journal of futures markets 32 (2012) 7, pp. 609-638
Persistent link: https://www.econbiz.de/10010218790
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - In: The journal of futures markets 32 (2012) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10009620587
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Does model fit matter for hedging? Evidence from FTSE 100 options
Alexander, Carol; Kaeck, Andreas - In: The journal of futures markets 32 (2012) 7, pp. 609-639
Persistent link: https://www.econbiz.de/10009964826
Cover Image
Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10008306380
Cover Image
Regime‐dependent smile‐adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - In: The journal of futures markets 32 (2012) 3, pp. 203-230
Persistent link: https://www.econbiz.de/10009827621