Optimal hedging and equilibrium in a dynamic futures market (Q751449)
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 4176766
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal hedging and equilibrium in a dynamic futures market |
scientific article; zbMATH DE number 4176766 |
Statements
Optimal hedging and equilibrium in a dynamic futures market (English)
0 references
1990
0 references
portfolio of spot market assets
0 references
Closed-form solutions
0 references
optimal hedging strategy
0 references
0 references
0.9486275
0 references
0.92473066
0 references
0 references
0 references
0.90621847
0 references
0 references
0.90136594
0 references
