Skip to main content
Book Chapter

Minimum variance hedging for managing price risks

In 11th Conference on Stochastic Models of Manufacturing and Service Operations, 155–160. : Institute of Industrial Technologies and Automation (ITIA) of the National Research Council of Italy.
Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici (2017)
Subject(s)
Management sciences, decision sciences and quantitative methods
Keyword(s)
Minimum-variance hedging, continuous price fluctuations
Secondary Title
11th Conference on Stochastic Models of Manufacturing and Service Operations
Pages
155–160
ISBN
978-889-4128-62-8