Optimal futures hedge with marking-to-market and stochastic interest rates

Journal of Financial Research

Volumn 19, Issue 3, 1996, Pages 309-326

  Chang, Carolyn W ^a   Chang, Jack S K ^b   Fang, Hsing ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042032024     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1996.tb00216.x     Document Type: Article

References (17)

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