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 13875164. - Vol. 7.2004, 3, p. 185-212
|
Saved in:
Saved in favorites
Similar items by person
-
Pricing and hedging of oil futures: A unifying approach
Bühler, Wolfgang, (2000)
-
Pricing and hedging of oil futures: A unifying approach
Bühler, Wolfgang, (2000)
-
Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach
Bühler, Wolfgang, (2005)
- More ...