On the computation of hedging strategies in affine GARCH models
Year of publication: |
2021
|
---|---|
Authors: | Augustyniak, Maciej ; Badescu, Alexandru |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 5 (19.01.), p. 710-735
|
Publisher: |
Wiley |
Saved in:
Online Resource
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