Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300): Difference between revisions
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Revision as of 01:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Futures markets and commodity options: Hedging and optimality in incomplete markets |
scientific article |
Statements
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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