On a class of optimization problems emerging when hedging with short term futures contracts
Gunther Leobacher
| Year of publication: |
2008
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| Authors: | Leobacher, Gunther |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 1, p. 65-90
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| Subject: | Hedging | Futures | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003643609