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Cross-hedging minimum return guarantees: Basis and liquidity risks

Cross-hedging minimum return guarantees: Basis and liquidity risks

Ankirchner, Stefan; Schneider, Judith C.; Schweizer, Nikolaus

期刊名称Journal of Economic Dynamics and Control
作者Ankirchner, Stefan; Schneider, Judith C.; Schweizer, Nikolaus
卷第41卷
印刷ISSN0165-1889
文件大小1281.70KB
发表时间2014-04
DOI10.1016/j.jedc.2014.02.010
页码93-109

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