Works matching IS 1471678X AND DT 2010 AND VI 21 AND IP 1


Results: 5
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    Hedging mean-reverting commodities.

    Published in:
    IMA Journal of Management Mathematics, 2010, v. 21, n. 1, p. 19, doi. 10.1093/imaman/dpp013
    By:
    • BROLL, UDO;
    • CLARK, EPHRAIM;
    • LUKAS, ELMAR
    Publication type:
    Article
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