OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES
| Year of publication: |
1996
|
|---|---|
| Authors: | Chang, Carolyn W. ; Chang, Jack S. K. ; Fang, Hsing |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 19.1996, 3, p. 309-326
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010889455