Cross-Hedging of Inflation Derivatives on Commodities

Nicolas Fulli-Lemaire and Ernesto Palidda
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Ernesto Palidda: MATHRISK - Mathematical Risk handling - Inria Paris-Rocquencourt - Inria - Institut National de Recherche en Informatique et en Automatique - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École nationale des ponts et chaussées, CERMICS - Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique - ENPC - École nationale des ponts et chaussées

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Date: 2015
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Published in Journal of Alternative Investments, 2015, 18 (3), pp.57--73. ⟨10.3905/jai.2016.18.3.057⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04149231

DOI: 10.3905/jai.2016.18.3.057

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