Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Abraham Lioui ; Patrice Poncet
| Year of publication: |
1996
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|---|---|
| Authors: | Lioui, Abraham |
| Other Persons: | Poncet, Patrice (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 20.1996, 6, p. 1101-1113
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| Subject: | Hedging | 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/10001200764