Cross- and delta-hedges: Regression- versus price-based hedge ratios
| Year of publication: |
2000
|
|---|---|
| Authors: | Sercu, P. ; Wu, X. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 24.2000, 5, p. 735-758
|