Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
By: L.C.G. Rogers, Stephen E. Satchell, Youngjun Yoon.
Contributors: Satchell, Stephen E.; Yoon, Youngjun.
Series: DAE working paper -- no.9319
Publisher: Department of Applied Economics, University of Cambridge
Published: 1993
Place of publication: Cambridge
Language: eng