Performance of utility-based strategies for hedging basis risk

Quantitative Finance

Volumn 4, Issue 3, 2004, Pages 245-255

  Monoyios, Michael ^a  

^a BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3142582541     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/4/3/001     Document Type: Article

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