Optimal Model of Strip-and-roll Hedge based on the Min-variance(基于最小方差的系列展期套期保值优化模型)
Release Time:2022-07-01 Hits:
Date of Publication: 2009-01-01
Journal: The 1st International Conference on Financial Risk and Corporate Financial Management(第一届金融风险与公司财务管理国际研讨会)
Institution: 经济管理学院