Items where Author is "Nogueira, Dr Leonardo"
Group by: Item Type | No Grouping Number of items: 4. Alexander, C., Kaeck, A. and Nogueira, L. (2009) Model risk adjusted hedge ratios. The Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20406 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: https://doi.org/10.1016/j.jbankfin.2006.11.011 Alexander, C. and Nogueira, L. M. (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantative Finance, 7 (5). pp. 473-479. ISSN 1469-7696 doi: https://doi.org/10.1080/14697680601101700 Alexander, C. and Nogueira, L. (2004) Stochastic local volatility. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA. |
