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 Bras lia, Brazil |
DOI:
10.1080/14697680601101700
Publication Frequency:
8 issues per year
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lia, Brazil