The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (Q3116755)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates
scientific article

    Statements

    The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (English)
    0 references
    0 references
    0 references
    12 February 2012
    0 references
    hedge ratio
    0 references
    stochastic interest rates
    0 references

    Identifiers