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Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai - In: Journal of empirical finance 16 (2009) 2, pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Cover Image
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai - In: Journal of empirical finance 16 (2009) 3, pp. 446-456
Persistent link: https://www.econbiz.de/10008241614
Cover Image
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai - In: Journal of empirical finance 16 (2009) 3, pp. 446-457
Persistent link: https://www.econbiz.de/10008896140