Title of article
Model-free hedge ratios and scale-invariant models
Author/Authors
Carol Alexander، نويسنده , , Leonardo M. Nogueira، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
23
From page
1839
To page
1861
Keywords
scale invariance , Hedging , Minimum variance , Model-free , Stochastic Volatility , Local volatility
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194059
Link To Document