Hedging with stock index options: A Mean-Extended Gini approach

Haim Shalit, Doron Greenberg

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	119-129
Journal	Journal of Mathematical Finance
Volume	3
Issue number	1
DOIs	https://doi.org/10.4236/jmf.2013.31011
State	Published - 2013

Access to Document

@article{bdc12b17918b4a4ba851204444323fdd,

title = "Hedging with stock index options: A Mean-Extended Gini approach",

author = "Haim Shalit and Doron Greenberg",

year = "2013",

doi = "10.4236/jmf.2013.31011",

language = "English",

volume = "3",

pages = "119--129",

journal = "Journal of Mathematical Finance",

issn = "2162-2434",

publisher = "Scientific Research Publishing",

number = "1",

}