Title:

Dynamic Complex Hedging in Additive Markets

Authors:

Jose M. Corcuera (U Barcelona)
Joao M. E. Guerra (CEMAPRE - ISEG, UTL)

Journal:

Quantitative Finance

Year:

2010

Volume:

10

Pages:

1023-1037

JEL code:

G13 - Contingent Pricing; Futures Pricing