Pages that link to "Item:Q2482688"
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The following pages link to On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688):
Displaying 5 items.
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
- Shortfall risk in long-term hedging with short-term futures contracts (Q2771114) (← links)
- Critical path for an optimal hedging strategy (Q2869158) (← links)