Optimal hedging in a futures market with background noise and basis risk
Eric Briys ; Michel Crouhy ; Harris Schlesinger
| Year of publication: |
1993
|
|---|---|
| Authors: | Briys, Eric |
| Other Persons: | Crouhy, Michel (contributor) ; Schlesinger, Harris (contributor) |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 37.1993, 5, p. 949-960
|
| Subject: | Derivat | Derivative | Hedging | Risiko | Risk | 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/10001147388