Optimal hedging and spreading in cointegrated markets
Da-hsiang Donald Lien
| Year of publication: |
1992
|
|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 40.1992, 1, p. 91-95
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| Subject: | Derivat | Derivative | Hedging | Theorie | Theory |
| 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/10001137541