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investissement et financement - iate.europa.eu
Managing risk with freight futures from imarex : testing hedging effectiveness and the unbiasedness hypothesis... A rolling hedge can thus be executed efficiently....
général - core.ac.uk - PDF: core.ac.uk
Interest rate risk in long-dated commodity options positions: to hedge or not to hedge?... Under high interest rate volatility and/or when a rolling hedge is used, combining interest rate and delta hedging improves performance by up to four percentage points over the common hedges of gamma and/or vega....


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