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subject:"Derivative"
type_genre:"Multi-volume publication"
~isPartOf:"Journal of banking & finance"
~person:"Kellner, Ralf"
~type_genre:"Aufsatz in Zeitschrift"
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Derivative
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Kellner, Ralf
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Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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