Optimal hedging in a futures market with background noise and basis risk
| Year of publication: |
1993
|
|---|---|
| Authors: | Briys, Eric ; Crouhy, Michel ; Schlesinger, Harris |
| Published in: |
European Economic Review. - Elsevier, ISSN 0014-2921. - Vol. 37.1993, 5, p. 949-960
|
| Publisher: |
Elsevier |