Optimal futures hedging under jump switching dynamics
| Year of publication: |
2009
|
|---|---|
| Authors: | Lee, Hsiang-Tai |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 3, p. 446-456
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