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Optimum futures hedges with jump risk and stochastic basis
Author(s) -
Chang Carolyn W.,
Chang Jack S.K.,
Fang Hsing
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199606)16:4<441::aid-fut5>3.0.co;2-i
Subject(s) - futures contract , state (computer science) , library science , citation , management , computer science , finance , economics , algorithm