Optimal hedging with basis risk under mean-variance criterion (Q2364001)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging with basis risk under mean-variance criterion |
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Optimal hedging with basis risk under mean-variance criterion (English)
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17 July 2017
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basis risk
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optimal hedging
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time consistent planning
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mean-variance
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European options
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