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1.
Hedging Options In A Garch Environment: Testing The Term Structure Of Stochastic Volatility Models by Series: Working Paper
Material type: Text Text
Publication details: "Cambridge, MA" National Bureau Of Economic Research 1994
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 4958.

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2.
option hedging using empirical pricing kernels by Series: Working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: 6222.

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