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Publication:2771114
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zbMath0995.91030MaRDI QIDQ2771114

Paul Glasserman

Publication date: 21 October 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

forwardshedgingfuturescash shortfall


Mathematics Subject Classification ID


Related Items (2)

A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period ⋮ On a class of optimization problems emerging when hedging with short term futures contracts







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