The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (Q3116755): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1287/mnsc.46.5.658.12045 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1287/MNSC.46.5.658.12045 / rank | |||
Normal rank | |||
Latest revision as of 16:58, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Minimum Variance Hedge Ratio Under Stochastic Interest Rates |
scientific article |
Statements
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (English)
0 references
12 February 2012
0 references
hedge ratio
0 references
stochastic interest rates
0 references
