Mean‐variance hedging with basis risk
Year of publication: |
2018
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---|---|
Authors: | Xue, Xiaole ; Zhang, Jingong ; Weng, Chengguo |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2018, 3 (16.08.), p. 704-716
|
Publisher: |
Wiley |
Saved in:
Online Resource
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