Optimal Hedging with Basis Risk under Mean-Variance Criterion
Year of publication: |
2019
|
---|---|
Authors: | Zhang, Jingong |
Other Persons: | Ken Seng Tan (contributor) ; Weng, Chengguo (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Hedging | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, Vol. 75, 1-15, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2921357 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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