The authors would like to thank Bill Christie (the Editor), an anonymous referee, Patrick Dennis, Louis Gagnon, Frank Milne, Yisong Tian, Jason Wei, and the seminar participants at Queen's University, York University, the University of Windsor, and the 2004 Financial Management Association annual meeting for helpful comments. Special thanks go to the first author's colleague, Dr. Nancy Ursel, for her invaluable suggestions and encouragement. This research was supported by the Social Sciences and Humanities Research Council and the School of Business, Queen's University.
An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options
Version of Record online: 25 NOV 2009
© 2009 Financial Management Association International
Volume 38, Issue 4, pages 889–914, Winter 2009
How to Cite
An, Y. and Suo, W. (2009), An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options. Financial Management, 38: 889–914. doi: 10.1111/j.1755-053X.2009.01060.x
- Issue online: 25 NOV 2009
- Version of Record online: 25 NOV 2009
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