Option hedging using empirical pricing models

Bibliografiske detaljer
Hovedforfatter:	Rosenberg, Joshua V.
Andre forfattere:	Engle, Robert F.
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1997.
Fag:	Options (Finance) > Econometric models. Hedging (Finance) > Econometric models. Pricing > Mathematical models.
Online adgang:	Click here to download the fulltext