"Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market".
- Lafuente Luengo, Juan Ángel
- Novales Cinca, Alfonso
Zeitschrift:
Documentos de Trabajo (ICAE)
ISSN: 2341-2356
Datum der Publikation: 2002
Nummer: 6
Art: Arbeitsdokument