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Futures and futures options with basis risk: theoretical and empirical perspectives - MaRDI portal

Futures and futures options with basis risk: theoretical and empirical perspectives (Q3169223)

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Futures and futures options with basis risk: theoretical and empirical perspectives
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    Futures and futures options with basis risk: theoretical and empirical perspectives (English)
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    28 April 2011
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    futures
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    futures options
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    basis risk
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    modified Brownian bridge process
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