Pricing and hedging basis risk under no good deal assumption
type: Item
instance of: scholarly article
title: Pricing and hedging basis risk under no good deal assumption
zbMATH Open document ID: 1298.91159
published in: Annals of Finance
publication date: 2014-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6369113
zbMATH Keywords: no-good-deal
zbMATH Keywords: basis risk
zbMATH Keywords: mean variance hedging
author: Laurence Carassus
author: Emmanuel Temam
MaRDI profile type: Publication
full work available at URL: s10436-013-0246-1
OpenAlex ID: W2240612422
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DOI: 10.1007/S10436-013-0246-1
description: scientific article; zbMATH DE number 6369113