Optimal dynamic hedging via copula-threshold-GARCH models

YiHao Lai, Cathy W. S. Chen, Richard Gerlach. Optimal dynamic hedging via copula-threshold-GARCH models. Mathematics and Computers in Simulation, 79(8):2609-2624, 2009. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.