Pages that link to "Item:Q789300"
From MaRDI portal
The following pages link to Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300):
Displaying 5 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
