Optimal dynamic hedging using futures under a borrowing constraint

Deep, Akash

Optimal dynamic hedging using futures under a borrowing constraint - Basle Bank for International Settlements 2002 - 30 p. See BIS 332.15 ZHU (Includes Acc. Nos. 32705, 32706, 32707 & 32708)

ISSN: 1020-0959


Hedging

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