Static hedging of timing risk

Journal of Derivatives

Volumn 6, Issue 3, 1999, Pages 57-70

  Carr, Peter ^a   Picron, Jean Francois ^b  

^a NationsBanc Montgomery Securities   (United States)

^b Summit Systems Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84979760970     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1999.319119     Document Type: Article

References (18)

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