Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance
| Year of publication: |
2013
|
|---|---|
| Authors: | Ewald, Christian-Oliver ; Nawar, Roy ; Siu, Tak Kuen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 36.2013, p. 97-107
|