Optimal Hedging with Options and Futures against Price Risk and Background Risk

Author: Yu Xing   Sun Hongguo  

Publisher: MDPI

E-ISSN: 2297-8747|22|1|5-5

ISSN: 1300-686x

Source: Mathematical and Computational Applications, Vol.22, Iss.1, 2017-01, pp. : 5-5

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Abstract