Optimal hedging and equilibrium in a dynamic futures market (Q751449)
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scientific article; zbMATH DE number 4176766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging and equilibrium in a dynamic futures market |
scientific article; zbMATH DE number 4176766 |
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Optimal hedging and equilibrium in a dynamic futures market (English)
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1990
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portfolio of spot market assets
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Closed-form solutions
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optimal hedging strategy
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0.9486275
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0.92473066
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0.90621847
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0.90136594
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