Optimal hedging with basis risk under mean–variance criterion
Zhang, Jingong, Tan, Ken Seng, Weng, ChengguoVolume:
75
Langue:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.03.008
Date:
July, 2017
Fichier:
PDF, 576 KB
english, 2017