Enhancing hedging performance with the spanning polynomial...

Quantitative Finance 2008 / 09 Vol. 8; Iss. 6

Enhancing hedging performance with the spanning polynomial projection

Chen, An-Sing, Liu, Yan-Zhen
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701570101
Date:
September, 2008
File:
PDF, 234 KB
english, 2008
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