Price forecasting constrained by market values of hedging products

Aldrin, Magne

January 01, 1997

SAMBA

• Keywords: Regression, Time Series, Stochastic Models
• Page(s): 20
• Title: Price forecasting constrained by market values of hedging products
• Author(s): Aldrin, Magne
• Report number: STAT/03/97
• Published date: January 01, 1997