Optimal hedging and equilibrium in a dynamic futures market
Darrell Duffie ; Matthew O. Jackson
| Year of publication: |
1990
|
|---|---|
| Authors: | Duffie, Darrell |
| Other Persons: | Jackson, Matthew O. (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 14.1990, 1, p. 21-33
|
| Subject: | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001085221