A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data

Computational Economics

Volumn 19, Issue 3, 2002, Pages 303-322

  Barria, J A ^a   Hall, S G ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

hedging; non parametric approaches; pricing derivative securities

Indexed keywords

EID: 84867951133     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1015551826141     Document Type: Article

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