Hedging under the influence of transaction costs: An empirical investigation on FTSE 100 index options
| Year of publication: |
2007
|
|---|---|
| Authors: | Gregoriou, Andros ; Healy, Jerome ; Ioannidis, Christos |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 5, p. 471-494
|