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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

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To link to this item DOI: 10.1016/j.jbankfin.2006.11.011


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20490
Publisher:Elsevier
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