Hedging mean-reverting commodities
Udo Broll; Ephraim Clark and Elmar Lukas
| Year of publication: |
2010
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|---|---|
| Authors: | Broll, Udo ; Clark, Ephraim ; Lukas, Elmar |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 21.2010, 1, p. 19-26
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| Subject: | Hedging | Rohstoffderivat | Commodity derivative | Mean Reversion | Mean reversion | Theorie | Theory | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003984167