Journal of futures markets. 2009;29(8):736-756. doi: 10.1002/fut.20379 Q22.32025

Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

DOI: 10.1002/fut.20379

摘要

Copyright © . 中文内容为AI机器翻译，仅供参考！