Optimal spreading when spreading is optimal
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World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 13, pages 277-305
World Scientific Publishing Co. Pte. Ltd..
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fu, Junhui, 2014. "Multi-objective hedging model with the third central moment and the capital budget," Economic Modelling, Elsevier, vol. 36(C), pages 213-219.
- Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February.
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