Optimal hedging with basis risk under mean-variance criterion
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Publication:2364001
DOI10.1016/j.insmatheco.2017.03.008zbMath1394.91242OpenAlexW2606068123MaRDI QIDQ2364001
Ken Seng Tan, Jingong Zhang, Chengguo Weng
Publication date: 17 July 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.03.008
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