Optimal hedging strategy for risk management on a network
Year of publication: |
2015
|
---|---|
Authors: | Gao, Tianjiao ; Gupta, Aparna ; Gulpinar, Nalan ; Zhu, Yun |
Published in: |
Journal of Financial Stability. - Elsevier, ISSN 1572-3089. - Vol. 16.2015, C, p. 31-44
|
Publisher: |
Elsevier |
Subject: | Risk management | Hedging decisions | Financial network | Optimal hedging strategy |
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