Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

Minimum variance cross hedging under mean‐reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

Bertus, Mark, (2009)

Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry

Bertus, Mark, (2009)

Noise, equity prices, and hedging: A new approach

Bertus, Mark, (2008)