Cross-hedging minimum return guarantees: basis and liquidity risks
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Publication:1994419
DOI10.1016/j.jedc.2014.02.010zbMath1402.91183OpenAlexW3125622048MaRDI QIDQ1994419
Judith C. Schneider, Stefan Ankirchner, Nikolaus Schweizer
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2014.02.010
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