Optimal dynamic hedging via copula-threshold-GARCH models
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Publication:1025343
DOI10.1016/j.matcom.2008.12.010zbMath1162.91519OpenAlexW2065165397MaRDI QIDQ1025343
Cathy W. S. Chen, Yihao Lai, Richard H. Gerlach
Publication date: 18 June 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.010
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