Hedging long-term forwards with short-term futures : a two-regime approach
Year of publication: |
2004
|
---|---|
Authors: | Bühler, Wolfgang ; Korn, Olaf ; Schöbel, Rainer |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 3, p. 185-212
|
Subject: | MG Technologies AG | Derivat | Derivative | Hedging | Ölmarkt | Oil market | Schätzung | Estimation | Deutschland | Germany |
-
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei, (2010)
-
Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang, (1998)
-
Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang, (1998)
- More ...
-
Pricing and hedging of oil futures: A unifying approach
Bühler, Wolfgang, (2000)
-
Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang, (2005)
-
Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang, (2000)
- More ...