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Model-free price hedge ratios for homogeneous claims on tradable assets 

Authors: Carol Alexander a; Leonardo M. Nogueira - §Email: ab
Affiliations:   a ICMA Centre, School of Business, University of Reading, Reading RG6 6BA, UK
b International Reserves Operations Department, Banco Central do Brasil, 70074-900 Brasiacutelia, Brazil
DOI: 10.1080/14697680601101700
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 7, Issue 5 October 2007 , pages 473 - 479
Formats available: HTML (English) : PDF (English)

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