Hedging Equity Market Risk in Hedge Fund Investing: A New Approach

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The Markov Tree model is a discrete-time option pricing model that accounts for short-term memory of the underlying asset. In this work, we compare the empirical performance of the Markov Tree model against that of the Black-Scholes model and Heston?s st... ver más

Revista: International Journal of Financial Studies

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Revista: International Business & Economics Research Journal (IBER)

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