Optimal dynamic hedging using futures under a borrowing constraint
Edición de la obra Optimal dynamic hedging using futures under a borrowing constraint
| Autor | Akash Deep |
|---|---|
| Editorial | Bank for International Settlements, Monetary and Economic Dept. |
| Fecha de publicación | 2002 |
| Lugar | Basel, Switzerland |
| Idioma | inglés |
| Formato | Electronic resource |
| LCCN | 2003616558 |
| Serie | BIS working papers, · no. 109 · BIS working papers (Online) ; |
| Número de Cutter | D311o |