Optimum Futures Hedges with Jump Risk and Stochastic Basis
| Year of publication: |
1996
|
|---|---|
| Authors: | Chang, Carolyn W. ; Chang, Jack S.K. ; Fang, Hsing |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 16.1996, 4, p. 441-458
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