scientific article; zbMATH DE number 417268

zbMATH Open0793.90004MaRDI QIDQ3136235FDOQ3136235

Cheuk Wai Yip, Ivar Ekeland, J. M. Morel, Pascal Courty

Publication date: 16 August 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal portfolio hedgingfuture spread agreement

Mathematics Subject Classification ID

Cited In (1)

• An application of wavelet analysis to pricing and hedging derivative securities

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