Optimal hedging in a futures market with background noise and basis risk
Year of publication: |
1993
|
---|---|
Authors: | Briys, E. ; Crouhy, M. ; Schlesinger, H. |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 2079690. - Vol. 37.1993, 5, p. 949-960
|
Saved in:
Saved in favorites
Similar items by person
-
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric, (1992)
-
Optimal hedging under intertemporally dependent preferences
Briys, Eric, (1991)
-
An intertemporal model of consumption and hedging
Briys, Eric,
- More ...