Skip to main content
SpringerLink
Log in

Cutting the hedge

  • Published:
Computational Economics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  • Barone-Adesi G., Engle R., Mancini L. (2004). GARCH options in incomplete markets. Manuscript, Lugano

    Google Scholar 

  • Elliott, R. J., & Kopp, P. E. (1999). Mathematics of financial markets. Springer-Verlag, (Second edition 2004).

Download references

Author information

Authors and Affiliations

  1. Institute of Finance, University of Lugano, via Buffi 13, 6900, Lugano, Switzerland

    Giovanni Barone-Adesi

  2. Haskayne School of Business, University of Calgary, Calgary, Alberta, Canada, T2N 1N4

    Robert J. Elliott

Authors
  1. Giovanni Barone-Adesi
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Robert J. Elliott
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Giovanni Barone-Adesi.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Barone-Adesi, G., Elliott, R.J. Cutting the hedge. Comput Econ 29, 151–158 (2007). https://doi.org/10.1007/s10614-006-9069-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10614-006-9069-8

Keywords

Search

Navigation