Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging long-term forwards with short-term futures: a two-regime approach |
scientific article; zbMATH DE number 2168283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging long-term forwards with short-term futures: a two-regime approach |
scientific article; zbMATH DE number 2168283 |
Statements
Hedging long-term forwards with short-term futures: a two-regime approach (English)
0 references
17 May 2005
0 references
Metallgesellschaft case
0 references
0 references
0.8911172
0 references
0.8852162
0 references
0.8712485
0 references
0.8662253
0 references
0.8574333
0 references
0.84371835
0 references
0.84361064
0 references
