Journal of Financial Markets Vol. 6 No. 4 2003

Local parametric analysis of derivatives pricing and hedging

Peter Bossaerts¹; Pierre Hillion²

¹ California Institute of Technology · ² INSEAD

DOI

10.1016/s1386-4181(03)00004-1

Volume

6

Issue

4

Pages

573-605

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓