A General Empirical Model of Hedging
نویسندگان
چکیده
منابع مشابه
A general empirical model of hedging
ABSTRACT In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2012
ISSN: 1911-8074
DOI: 10.3390/jrfm5010001