Pages that link to "Item:Q4409033"
From MaRDI portal
The following pages link to An optimal Strategy for Hedging with Short‐Term Futures Contracts (Q4409033):
Displaying 5 items.
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
- On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688) (← links)
- (Q3537907) (← links)