Cross hedging under multiplicative basis risk
Year of publication: |
2011
|
---|---|
Authors: | Adam-Müller, Axel F. A. ; Nolte, Ingmar |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 11, p. 2956-2964
|
Subject: | Theorie | Theory | Hedging | Risiko | Risk | Derivat | Derivative | Warenbörse | Commodity exchange |
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