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title: Long-memory volatility in derivative hedging

This article is not included in your organization's subscription. However, you may be able to access this article under your organization's agreement with Elsevier.

author:Abby Tan^{, a,}

  

source:Physica A: Statistical Mechanics and its Applications



Volume 370, Issue 2,


15 October 2006,


Pages 689-696

 

[此贴子已经被作者于2009-1-24 22:35:43编辑过]

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[此贴子已经被作者于2009-1-23 23:31:34编辑过]

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