Optimal dynamic hedging using futures under a borrowing constraint

Author(s)

• Deep, Akash
• Bank for International Settlements

Bibliographic Information

Optimal dynamic hedging using futures under a borrowing constraint

by Akash Deep

（BIS working papers, no. 109）

Bank for International Settlements, c2002

Note

"Monetary and Economic Department"

"January 2002"

Includes bibliographical references (p. 29-30)

Details

• NCID: BB15079650
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 30 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553