A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH (Q3022043): Difference between revisions

@@ Property / author @@
-David G. Hobson
@@ Property / author: David G. Hobson / rank @@
-Normal rank
@@ Property / author @@
+David G. Hobson
@@ Property / author: David G. Hobson / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Various passport options and their valuation
@@ Property / cites work: Various passport options and their valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Options on a traded account: Vacation calls, vacation puts and passport options
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3022043