An optimal Strategy for Hedging with Short‐Term Futures Contracts (Q4409033)

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scientific article; zbMATH DE number 1941968
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An optimal Strategy for Hedging with Short‐Term Futures Contracts
scientific article; zbMATH DE number 1941968

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    An optimal Strategy for Hedging with Short‐Term Futures Contracts (English)
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    2003
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    exact optimization
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    running risk
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