OPTIMUM FUTURES HEDGES WITH JUMP RISE AND STOCHASTIC BASIS

Authors
CHANG CW CHANG JSK FANG H
Citation
Cw. Chang et al., OPTIMUM FUTURES HEDGES WITH JUMP RISE AND STOCHASTIC BASIS, The journal of futures markets, 16(4), 1996, pp. 441-458
Citations number
29
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
4
Year of publication
1996
Pages
441 - 458
Database
ISI
SICI code
0270-7314(1996)16:4<441:OFHWJR>2.0.ZU;2-O