Multiproduct Optimal Hedging by Time-Varying Correlations in a State Dependent model of Regime-Switching
| Year of publication: |
2010
|
|---|---|
| Authors: | Tejeda, Hernan A. ; Goodwin, Barry K. |
| Institutions: | Agricultural and Applied Economics Association - AAEA |
| Subject: | Agribusiness | Demand and Price Analysis | Risk and Uncertainty |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado Number 61679 |
| Source: |
Persistent link: https://www.econbiz.de/10009020257