Pricing and hedging basis risk under no good deal assumption (Q470724)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing and hedging basis risk under no good deal assumption |
scientific article |
Statements
Pricing and hedging basis risk under no good deal assumption (English)
0 references
13 November 2014
0 references
no-good-deal
0 references
basis risk
0 references
mean variance hedging
0 references