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On a class of optimization problems emerging when hedging with short term futures contracts
Leobacher, Gunther - In: Mathematical methods of operations research 67 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003643609
Cover Image
On a class of optimization problems emerging when hedging with short term futures contracts
Leobacher, Gunther - In: Mathematical methods of operations research 67 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10007900575