Option hedging using empirical pricing models

Option hedging using empirical pricing models

Bibliografski detalji
Glavni autor: Rosenberg, Joshua V.
Daljnji autori: Engle, Robert F.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1997.
Teme:
Options (Finance) > Econometric models.
Hedging (Finance) > Econometric models.
Pricing > Mathematical models.
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