Optimal dynamic basis trading (Q2334405)
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scientific article; zbMATH DE number 7127636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal dynamic basis trading |
scientific article; zbMATH DE number 7127636 |
Statements
Optimal dynamic basis trading (English)
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7 November 2019
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futures
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stochastic basis
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cash and carry
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scaled Brownian bridge
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risk aversion
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0.8910135
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0.88084483
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0.8766059
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0.86913633
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0.86009777
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0.85812014
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0.8536509
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