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Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars; Strömberg, Anders - 1995
Persistent link: https://www.econbiz.de/10000916218
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Hedging of American equity options : do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Nordén, Lars - In: Journal of multinational financial management 11 (2001) 4/5, pp. 321-340
Persistent link: https://www.econbiz.de/10001612556
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Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars - In: The journal of futures markets 26 (2006) 12, pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009