Optimal hedging and equilibrium in a dynamic futures market
| Year of publication: |
1990
|
|---|---|
| Authors: | Duffie, Darrell ; Jackson, Matthew O. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 14.1990, 1, p. 21-33
|
| Publisher: |
Elsevier |