Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300): Difference between revisions

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Latest revision as of 10:57, 14 June 2024

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Futures markets and commodity options: Hedging and optimality in incomplete markets
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    Futures markets and commodity options: Hedging and optimality in incomplete markets (English)
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    1984
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    multi-good multi-period economies
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    futures markets
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    continuous-time model
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    time-additive utilities
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    homogeneous beliefs
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    market portfolio
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    riskless asset
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    Pareto-optimal allocation
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    reverse hedging
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