Hedging of fixing exposure

DOI10.1111/MAFI.12464MaRDI QIDQ6924114zbMATH OpenFDO

Authors Johannes Muhle-Karbe, Roel C. A. Oomen, Benjamin Weber

Publication date 30 September 2025

Published in Mathematical Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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