Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645): Difference between revisions
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Latest revision as of 07:03, 7 July 2024
scientific article; zbMATH DE number 6252528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of long-term futures and forward contracts by a three-factor model |
scientific article; zbMATH DE number 6252528 |
Statements
Pricing and hedging of long-term futures and forward contracts by a three-factor model (English)
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30 January 2014
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commodity prices
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multi-factor models
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hedging errors
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hedging techniques
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