Option hedging using empirical pricing models

Option hedging using empirical pricing models

Bibliografische gegevens
Hoofdauteur: Rosenberg, Joshua V.
Andere auteurs: Engle, Robert F.
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 1997.
Onderwerpen:
Options (Finance) > Econometric models.
Hedging (Finance) > Econometric models.
Pricing > Mathematical models.
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