Optimal hedging in a futures market with background noise and basis risk
| Year of publication: |
1993
|
|---|---|
| Authors: | Briys, E. ; Crouhy, M. ; Schlesinger, H. |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 2079690. - Vol. 37.1993, 5, p. 949-960
|