Hedging long-term forwards with short-term futures: A two-regime approach

Review of Derivatives Research

Volumn 7, Issue 3, 2004, Pages 185-212

  Bühler, Wolfgang ^a   Korn, Olaf ^a   Schöbel, Rainer ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

Hedging; Long term forwards; Metallgesellschaft case; Two regime pricing

Indexed keywords

EID: 15444368796     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11147-004-4809-1     Document Type: Article

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