Simple Robust Hedging with Nearby Contracts
Year of publication: |
2011
|
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Authors: | Wu, Liuren |
Other Persons: | Zhu, Jingyi (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1787343 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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