Local parametric analysis of hedging in discrete time
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- Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso, 1994.
" A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks,"
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"Implementing option pricing models when asset returns are predictable,"
3593-93., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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- Gouriéroux, Christian & Scaillet, O., 1994. "Estimation of the term structure from bond data," CEPREMAP Working Papers (Couverture Orange) 9415, CEPREMAP.
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