The time pattern of hedging and the volatility of futures prices
Ronald W. Anderson and Jean-Pierre Danthine
| Year of publication: |
1983
|
|---|---|
| Authors: | Anderson, Ronald W. ; Danthine, Jean-Pierre |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 50.1983, 2, p. 249-266
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| Subject: | Börsentermingeschäft | Hedging | Derivat | Derivative | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001834563