Optimal cross-hedging under futures mispricing : a note
Year of publication: |
2013
|
---|---|
Authors: | Lafuente, Juan Angel |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 3, p. 181-188
|
Subject: | futures | cross-hedging | mispricing | Theorie | Theory | Hedging | Derivat | Derivative |
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