A research on hedging strategy of correlation risk when extreme events happen

XIAO Yang, CHEN Jing-ping

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 587-597.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 587-597. DOI: 10.12011/1000-6788(2015)3-587

A research on hedging strategy of correlation risk when extreme events happen

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(3): 587-597 https://doi.org/10.12011/1000-6788(2015)3-587

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