Hedging Forward Positions: Basis Risk Versus Liquidity Costs (Q2873146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Forward Positions: Basis Risk Versus Liquidity Costs |
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Hedging Forward Positions: Basis Risk Versus Liquidity Costs (English)
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23 January 2014
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illiquidity
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basis risk
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optimal liquidation
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hedging
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singular stochastic control
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optimal stopping
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