000 | 00540nam a2200169Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
040 | _a, | ||
100 | _aDeep, Akash | ||
245 | _aOptimal dynamic hedging using futures under a borrowing constraint | ||
260 |
_c2002 _bBank for International Settlements _aBasle |
||
300 |
_bSee BIS 332.15 ZHU (Includes Acc. Nos. 32705, 32706, 32707 & 32708) _a30 p. |
||
366 | _b2002 | ||
520 | _aISSN: 1020-0959 | ||
650 | _aHedging | ||
942 |
_cWP _2ddc |
||
999 |
_c93076 _d93076 |