Utility-Based Valuation and Hedging of Basis Risk With Partial Information
type: Item
instance of: scholarly article
title: Utility-Based Valuation and Hedging of Basis Risk With Partial Information
zbMATH Open document ID: 1202.91323
DOI: 10.1080/13504861003650883
author: Michael Monoyios
published in: Applied Mathematical Finance
publication date: 2010-12-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 5827274
zbMATH Keywords: indifference valuation
zbMATH Keywords: partial information
zbMATH Keywords: basis risk
zbMATH Keywords: filtering
MaRDI profile type: Publication
OpenAlex ID: W2090209035
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description: scientific article