Original language | English |
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Pages (from-to) | 61-79 |
Journal | Journal of Risk |
Volume | 8 |
Issue number | 2 |
Publication status | Published - 2006 |
Testing hedge effectiveness for option positions
F.L.J. Kerkhof, B. Melenberg, J.M. Schumacher
Research output: Contribution to journal › Article › Scientific › peer-review