Optimal hedging of variance derivatives

Crosby, J

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Field	Value	Language
dc.contributor.author	Crosby, J https://orcid.org/0000-0003-4179-9464	en_US
dc.date.issued	2014-02	en_US
dc.identifier.citation	The European Journal of Finance, 2014, 20 (2), pp. 150 - 180	en_US
dc.identifier.issn	1351-847X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/118793
dc.relation.ispartof	The European Journal of Finance	en_US
dc.relation.isbasedon	10.1080/1351847X.2012.689774	en_US
dc.subject.classification	Finance	en_US
dc.title	Optimal hedging of variance derivatives	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	20	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.issue	2	en_US
pubs.publication-status	Published	en_US
pubs.volume	20	en_US

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