Basis convergence and time-dependent hedging rule

Authors
Lee, CS
Citation
Cs. Lee, Basis convergence and time-dependent hedging rule, ADV QUAN AN, 7, 1999, pp. 149-164
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN QUANITATIVE ANALYSIS OF FINANCE AND ACCOUNTING, VOL - 7 1999 → ACNP
Volume
7
Year of publication
1999
Pages
149 - 164
Database
ISI
SICI code