Optimal dynamic hedging using futures under a borrowing constraint
Material type: TextPublication details: 2002 Bank for International Settlements BasleDescription: See BIS 332.15 ZHU (Includes Acc. Nos. 32705, 32706, 32707 & 32708) 30 pSubject(s): Summary: ISSN: 1020-0959Item type | Current library | Call number | Status | Date due | Barcode | |
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Working Papers | H.T. Parekh Library | BIS 332.15 OPT (Browse shelf(Opens below)) | Weeded Out | 32708 |
ISSN: 1020-0959
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