Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Nicole Branger; Eva Krautheim; Christian Schlag; Norman Seeger
| Year of publication: |
2012
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|---|---|
| Authors: | Branger, Nicole ; Krautheim, Eva ; Schlag, Christian ; Seeger, Norman |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 5, p. 397-430
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| Subject: | Hedging | Modellierung | Scientific modelling | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010218780