HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2009.00381.x/fullpdf
Reference31 articles.
1. An Extension of Mean-Variance Hedging to the Discontinuous Case;Arai;Finance Stoch.,2005
2. Hedging Derivative Securities and Incomplete Market: An ε-Arbitrage Approach;Bertsimas;Oper. Res.,2001
3. Towards a General Theory of Good-Deal Bounds;Björk;Rev. Finance,2006
4. The Pricing of Options and Corporate Liabilities;Black;J. Polit. Econ.,1973
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