Cross- and delta-hedges: Regression- versus price-based hedge ratios

✍ Scribed by Piet Sercu; Xueping Wu

• Book ID: 117529196
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 165 KB
• Volume: 24
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/s0378-4266(99)00048-5