Work

Optimal Hedging with Basis Risk

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-30788-4_8

Author: Mark H. A. Davis

Institution: Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W201408140

FWCI: 18.31

Cites: 14

Cited by: 103

Related to: 10