Author： Samanta Prodyot
Publisher： Henry Stewart Publications
ISSN： 1752-8887
Source： Journal of Risk Management in Financial Institutions, Vol.2, Iss.3, 2009-04, pp. : 232-237
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
On the performance of delta hedging strategies in exponential Lévy models
Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. :
Access to resources
Recommend
Enhancing hedging performance with the spanning polynomial projection
Quantitative Finance, Vol. 8, Iss. 6, 2008-09 ,pp. :
Performance of utility-based strategies for hedging basis risk
Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. :
Journal of Risk Management in Financial Institutions, Vol. 2, Iss. 4, 2009-01 ,pp. :