Commodity storage with durable shocks: a simple Markovian model

DOI10.1007/s11579-013-0108-7zbMath1304.90008OpenAlexW2081215654MaRDI QIDQ2452155

Anna Cretì, Bertrand Villeneuve

Publication date: 30 May 2014

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/5384

zbMATH Keywords

commoditiessupply riskprice stabilizationpiecewise deterministic Markov modelstrategic stocks

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05)

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Cites Work

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