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Model-free hedge ratios and scale-invariant models

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Alexander, C. and Nogueira, L. M. (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2006.11.011

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20490
Identification Number/DOI 10.1016/j.jbankfin.2006.11.011
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Elsevier
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Download
Full text not archived in this repository.
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