Hedging Forward Positions: Basis Risk Versus Liquidity Costs.

Stefan Ankirchner Peter Kratz Thomas Kruse

Published in: SIAM J. Financial Math. (2013)

Keyphrases

risk management
financial markets
portfolio optimization
risk assessment
black scholes
cost savings
risk analysis
starting point
stock market
early warning
website
option pricing
expected cost
decision support system
forward and backward
risk measures
data mining