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Local parametric analysis of hedging in discrete time

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References

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1998Implied Volatility Functions: Empirical Tests

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2008Dynamic Hedging in Incomplete Markets: A Simple Solution27 cited

1996Foreign Exchange Rates Have Surprising Volatility24 cited

2016Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market21 cited

1997Nonparametric methods and option pricing19 cited

2001Volatility smiles and the information content of news18 cited