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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric
;
Crouhy, Michel
;
Schlesinger, Harris
- In:
European Economic Review
37
(
1993
)
5
,
pp. 949-960
Persistent link: https://www.econbiz.de/10005224771
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More about the law of one price
Crouhy-veyrac, Liliane
;
Crouhy, Michel
;
Melitz, Jacques
- In:
European Economic Review
18
(
1982
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10005224915
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