Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach

Author： Bühler Wolfgang   Korn Olaf   Schöbel Rainer  

Publisher： Springer Publishing Company

ISSN： 1380-6645

Source： Review of Derivatives Research, Vol.7, Iss.3, 2004-12, pp. : 185-212

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