Optimal hedging in a futures market with background noise and basis risk
Year of publication: |
1993
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Authors: | Briys, Eric ; Crouhy, Michel ; Schlesinger, Harris |
Published in: |
European Economic Review. - Elsevier, ISSN 0014-2921. - Vol. 37.1993, 5, p. 949-960
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Publisher: |
Elsevier |
Saved in:
Online Resource
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