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Optimal hedge ratios in the presence of common jumps:
Chan, Wing Hong
Journal of Futures Markets. 30 (2009) 8 - p. 801-807 , 2009
Link:
https://doi.org/10.1002/fut.20431
RT Journal T1 <Title>Optimal hedge ratios in the presence of common jumps</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_fut.20431&Exemplar=1&LAN=DE A1 Chan, Wing Hong PB Wiley YR 2009 SN 0270-7314 SN 1096-9934 JF Journal of Futures Markets VO 30 IS 8 SP 801 OP 807 LK http://dx.doi.org/https://doi.org/10.1002/fut.20431 DO https://doi.org/10.1002/fut.20431 SF ELIB - SuUB Bremen
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