Quadratic Hedging of Basis Risk

Author: Hulley Hardy   McWalter Thomas A.  

Publisher: MDPI

E-ISSN: 1911-8074|8|1|83-102

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.8, Iss.1, 2015-02, pp. : 83-102

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Abstract