Model-free hedge ratios and scale-invariant models
| Year of publication: |
2007
|
|---|---|
| Authors: | Alexander, Carol ; Nogueira, Leonardo M. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 6, p. 1839-1861
|
| Publisher: |
Elsevier |