A new measure to compare the hedging effectiveness of foreign currency futures versus options
Year of publication: |
1994
|
---|---|
Authors: | Hsin, Chin-wen |
Other Persons: | Kuo, Jerry (contributor) ; Lee, Cheng F. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 6, p. 685-707
|
Subject: | Währungsderivat | Currency derivative | Hedging | Theorie | Theory |
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