Cross- and delta-hedges: Regression- versus price-based hedge ratios
| Year of publication: |
2000
|
|---|---|
| Authors: | Sercu, Piet ; Wu, Xueping |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 24.2000, 5, p. 735-757
|
| Publisher: |
Elsevier |