Work

Jump-Dependent Model for Optimal Hedging for Five Major Stock Index Futures in Asia

Year: 2014

Type: article

Authors: YiHao Lai, Yi‐Chiuan Wang

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3134834396

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