On a class of optimization problems emerging when hedging with short term futures contracts
| Year of publication: |
2008
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|---|---|
| Authors: | Leobacher, Gunther |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 67.2008, 1, p. 65-90
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