Optimal hedging in a futures market with background noise and basis risk
Year of publication: |
1993
|
---|---|
Authors: | Briys, Eric |
Other Persons: | Crouhy, Michel (contributor) ; Schlesinger, Harris (contributor) |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 37.1993, 5, p. 949-960
|
Subject: | Derivat | Derivative | Hedging | Risiko | Risk | Theorie | Theory |
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