An empirical analysis of dynamic multiscale hedging using wavelet decomposition
| Year of publication: |
2012
|
|---|---|
| Authors: | Conlon, Thomas ; Cotter, John |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 3, p. 272-299
|
| Publisher: |
John Wiley & Sons, Ltd. |