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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 16.1996, 4, p. 441-458
|
| Publisher: |
John Wiley & Sons, Ltd. |