Showing 1 - 10 of 2,475
Persistent link: https://www.econbiz.de/10011997160
Persistent link: https://www.econbiz.de/10014325628
Persistent link: https://www.econbiz.de/10010239884
This paper is the first to study the hedging of price risk with uncertain payment dates, a frequent problem in practice …. It derives a variance-minimizing hedging strategy for two settings, the first employing linear contracts with different … advantages with increasing hedge horizons and strongly dependent time and price risk, while linear instruments can suffice for …
Persistent link: https://www.econbiz.de/10011506271
Persistent link: https://www.econbiz.de/10011403747
Persistent link: https://www.econbiz.de/10010462898
Persistent link: https://www.econbiz.de/10012603781
Persistent link: https://www.econbiz.de/10012642973
Persistent link: https://www.econbiz.de/10011697145
Persistent link: https://www.econbiz.de/10011853065