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Alexander, C. (1999) Optimal hedging using cointegration. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2039-2058 doi:10.1098/rsta.1999.0416

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Reference TypeJournal (article/letter/editorial)
TitleOptimal hedging using cointegration
JournalPhilosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
AuthorsAlexander, C.Author
Year1999 (August)Volume357
Issue1758
PublisherThe Royal Society
DOIdoi:10.1098/rsta.1999.0416Search in ResearchGate
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Mindat Ref. ID659626Long-form Identifiermindat:1:5:659626:6
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Full ReferenceAlexander, C. (1999) Optimal hedging using cointegration. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2039-2058 doi:10.1098/rsta.1999.0416
Plain TextAlexander, C. (1999) Optimal hedging using cointegration. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2039-2058 doi:10.1098/rsta.1999.0416
In(1999, August) Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences Vol. 357 (1758) The Royal Society

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