HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
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Publication:3650924
DOI10.1111/j.1467-9965.2009.00381.xzbMath1205.91156MaRDI QIDQ3650924
Publication date: 7 December 2009
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/3258/1/CernyKallsenMAFI-2007-0115Final.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G20: Derivative securities (option pricing, hedging, etc.)
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