Optimal hedging with basis risk under mean–variance criterion
Autor: | Zhang, Jingong, Tan, Ken Seng, Weng, Chengguo |
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Zdroj: | In Insurance Mathematics and Economics July 2017 75:1-15 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Zhang, Jingong, Tan, Ken Seng, Weng, Chengguo |
---|---|
Zdroj: | In Insurance Mathematics and Economics July 2017 75:1-15 |
Databáze: | ScienceDirect |
Externí odkaz: |