Dynamic optimal hedge ratio design when price and production are stochastic with jump (Q2675247): Difference between revisions
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Revision as of 22:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimal hedge ratio design when price and production are stochastic with jump |
scientific article |
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Dynamic optimal hedge ratio design when price and production are stochastic with jump (English)
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21 September 2022
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jump-diffusion process
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futures
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stochastic dynamic programming
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Lévy measure
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risk management
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