Hedging forward positions: basis risk versus liquidity costs (Q2873146)
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scientific article; zbMATH DE number 6249477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging forward positions: basis risk versus liquidity costs |
scientific article; zbMATH DE number 6249477 |
Statements
23 January 2014
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illiquidity
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basis risk
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optimal liquidation
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hedging
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singular stochastic control
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optimal stopping
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Hedging forward positions: basis risk versus liquidity costs (English)
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