Hedging with financial futures under variance minimization with stochastic interest rates
Kew-Chul Chee
| Year of publication: |
1994
|
|---|---|
| Authors: | Chee, Kew-chul |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 13.1994, 1, p. 187-213
|
| Subject: | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | Hedging | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1981-1988 |
| 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/10001183973