Hedging under the influence of transaction costs : an empirical investigation on FTSE 100 index options
Andros Gregoriou; Jerome Healy; Christos Ioannidis
| 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 395139-X. - Vol. 27.2007, 5, p. 471-494
|
| Subject: | Hedging | Transaktionskosten | Transaction costs | Index-Futures | Index futures | Black-Scholes-Modell | Black-Scholes model | Neuronale Netze | Neural networks | Großbritannien | United Kingdom | 1992-1997 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493098