The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects

chapter

posted on 2023-10-06, 04:26 authored by MT Chng, GL Gannon

The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects

History

Chapter number

62

Pagination

1411-1435

ISBN-13

9783030912307

Language

eng

Publication classification

B1 Book chapter

Editor/Contributor(s)

Lee C, Lee A

Publisher

Springer

Place of publication

Berlin, Germany

Title of book

Encyclopedia of Finance

Publication URL

http://dx.doi.org/10.1007/978-3-030-91231-4_61

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All Rights Reserved

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