Dynamic Hedging and Extreme Asset Co-movements

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Stefanova, Denitsa; Elkamhi, Redouane

2014

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https://hdl.handle.net/10993/16350

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Disciplines :

Finance

Author, co-author :

Stefanova, Denitsa ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Elkamhi, Redouane; University of Toronto - U of T

Language :

English

Title :

Dynamic Hedging and Extreme Asset Co-movements

Publication date :

March 2014

Source :

Available on ORBilu :

since 11 April 2014

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