Interest rate risk in long-dated commodity options...

Interest rate risk in long-dated commodity options positions: To hedge or not to hedge?

Cheng, Benjamin, Nikitopoulos, Christina Sklibosios, Schlögl, Erik
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21954
Date:
July, 2018
File:
PDF, 1.61 MB
english, 2018
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