Utility-based valuation and hedging of basis risk with partial information (Q3063879)
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scientific article; zbMATH DE number 5827274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility-based valuation and hedging of basis risk with partial information |
scientific article; zbMATH DE number 5827274 |
Statements
Utility-Based Valuation and Hedging of Basis Risk With Partial Information (English)
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15 December 2010
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indifference valuation
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partial information
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basis risk
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filtering
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0.8344166278839111
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0.7936015129089355
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0.7924908399581909
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0.7899767756462097
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0.7899767756462097
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