scientific article; zbMATH DE number 5670595

zbMATH Open1199.91226MaRDI QIDQ3403765FDOQ3403765

Authors: Haijun Wu, Yongkai Ma 

Publication date: 12 February 2010

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

zbMATH Keywords

hedginghedging performancemultiperiod strip-and-roll hedge

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3403765)