Pricing and hedging basis risk under no good deal assumption (Q470724)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6369113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging basis risk under no good deal assumption |
scientific article; zbMATH DE number 6369113 |
Statements
Pricing and hedging basis risk under no good deal assumption (English)
0 references
13 November 2014
0 references
no-good-deal
0 references
basis risk
0 references
mean variance hedging
0 references
0.8348670601844788
0 references
0.8348670601844788
0 references
0.820735514163971
0 references
0.7770866751670837
0 references
0.7762581706047058
0 references
