Optimal Corporate Hedging Using Options with Basis and...

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Optimal Corporate Hedging Using Options with Basis and Production Risk

Bajo, Emanuele, Barbi, Massimiliano, Romagnoli, Silvia
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2153840
File:
PDF, 1.04 MB
english, 2012
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