Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility-Based Valuation and Hedging of Basis Risk With Partial Information |
scientific article |
Statements
Utility-Based Valuation and Hedging of Basis Risk With Partial Information (English)
0 references
15 December 2010
0 references
indifference valuation
0 references
partial information
0 references
basis risk
0 references
filtering
0 references
0 references
0 references
0 references
0 references
