Pricing and hedging basis risk under no good deal assumption
Year of publication: |
2014
|
---|---|
Authors: | Carassus, L. ; Temam, E. |
Published in: |
Annals of Finance. - Springer. - Vol. 10.2014, 1, p. 127-170
|
Publisher: |
Springer |
Subject: | No-good-deal | Basis risk | Mean variance hedging |
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