Cutting the hedge

DOI10.1007/S10614-006-9069-8zbMATH Open1161.91383OpenAlexW2059050789MaRDI QIDQ2642583FDOQ2642583

Authors: Giovanni Barone-Adesi, Robert J. Elliott 

Publication date: 17 August 2007

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-006-9069-8

Mathematics Subject Classification ID

Cites Work

• Mathematics of financial markets

Cited In (1)

• Implicit quantiles and expectiles

This page was built for publication: Cutting the hedge

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2642583)