Does model fit matter for hedging? Evidence from FTSE 100 options
| Year of publication: |
2012
|
|---|---|
| Authors: | Alexander, Carol ; Kaeck, Andreas |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 7, p. 609-638
|
| Publisher: |
John Wiley & Sons, Ltd. |