An optimal Strategy for Hedging with Short‐Term Futures Contracts (Q4409033)
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scientific article; zbMATH DE number 1941968
Language | Label | Description | Also known as |
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English | 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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