Optimal hedging with higher moments
| Year of publication: |
2012
|
|---|---|
| Authors: | Brooks, Chris ; Černý, Alešs ; Miffre, Joëlle |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 10, p. 909-945
|