Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879): Difference between revisions

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Latest revision as of 13:32, 3 July 2024

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Utility-Based Valuation and Hedging of Basis Risk With Partial Information
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    Utility-Based Valuation and Hedging of Basis Risk With Partial Information (English)
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    15 December 2010
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    indifference valuation
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    partial information
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    basis risk
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    filtering
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