Optimal hedging in futures markets with multiple delivery specifications
By: by Avi Kamara and Andrew F. Siegel
Contributors: Siegel, Andrew F.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-145; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-145
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 35
Notes: Bibliography: p. 22-23.