Local parametric analysis of derivatives pricing and hedging

Journal of Financial Markets

Volumn 6, Issue 4, 2003, Pages 573-605

  Bossaerts, Peter ^a   Hillion, Pierre ^b  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b INSEAD   (Singapore)

Author keywords

Local parametric estimation hedging; Option

Indexed keywords

EID: 0041340752     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(03)00004-1     Document Type: Article

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