Optimal Dynamic Hedging in Unbiased Futures Markets

American Journal of Agricultural Economics

Volumn 78, Issue 1, 1996, Pages 13-20

  Myers, Robert J ^a   Hanson, Steven D ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Discounting; Dynamic hedging; Mean reversion; Unbiased futures markets

Indexed keywords

EID: 0005794248     PISSN: 00029092     EISSN: None     Source Type: Journal    
DOI: 10.2307/1243774     Document Type: Article

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