Fulltext

Cutting the hedge

Barone-Adesi, Giovanni ; Elliott, Robert

In: Computational Economics, 2007, vol. 29, no. 2, p. 151-158

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    Title
    • Cutting the hedge
    Author
    • Barone-Adesi, Giovanni. Institute of Finance, University of Lugano, via Buffi 13, 6900, Lugano, Switzerland
    • Elliott, Robert. Haskayne School of Business, University of Calgary, T2N 1N4, Calgary, Alberta, Canada
    Document Type
    • Postprint
    Language
    • English
    Published in
    • Computational Economics, 2007, vol. 29, no. 2, p. 151-158. Springer US; http://www.springer-ny.com
    Other Version
    Classification
    • Computer science
    OAI-PMH Identifier
    • oai:doc.rero.ch:317884