Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Year of publication: |
1996
|
---|---|
Authors: | Lioui, Abraham |
Other Persons: | Poncet, Patrice (contributor) |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 20.1996, 6, p. 1101-1113
|
Subject: | Hedging | Derivat | Derivative | Theorie | Theory |
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