Hedging mean-reverting commodities
Year of publication: |
2010
|
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Authors: | Broll, Udo ; Clark, Ephraim ; Lukas, Elmar |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 21.2010, 1, p. 19-26
|
Subject: | Hedging | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Mean Reversion | Mean reversion | Welt | World |
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