Option hedging using empirical pricing kernels
1997
Rosenberg, Joshua | Engle, R. F. (Robert F)
AGROVOC Keywords
Bibliographic information
Working paper series (National Bureau of Economic Research)
Publisher
National Bureau of Economic Research
Other Subjects
Options (finance); Hedging (finance); United states
Language
English
Note
Joshua V. Rosenberg, Robert F. Engle.
Includes bibliographical references (pages 20-21).
Also issued via the Internet.
Type
Text; Bibliography; Monographic
Corporate Author
National Bureau of Economic Research.
2024-02-27
2025-04-22
MODS
Data Provider
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