Optimal Futures Hedge with Marking-to-Market and Stochastic Interest Rates
| Year of publication: |
1996
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|---|---|
| Authors: | Chang, Carolyn W. ; Chang, Jack S.K. ; Fang, Hsing |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 19.1996, 3, p. 309-326
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