Dynamic optimal hedge ratio design when price and production are stochastic with jump
Crossref DOI link: https://doi.org/10.1007/s10436-022-00410-1
Published Online: 2022-05-02
Published Print: 2022-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gaston Clément, Nyassoke Titi
Jules, Sadefo Kamdem
Aimé, Fono Louis
Text and Data Mining valid from 2022-05-02
Version of Record valid from 2022-05-02
Article History
Received: 1 October 2019
Accepted: 29 March 2022
First Online: 2 May 2022