DOI10.1142/S0219024902001390zbMath1138.91448MaRDI QIDQ3022043
Vicky Henderson, David G. Hobson, Glenn Kentwell
Publication date: 22 June 2005 Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
zbMATH Keywords
hedging; option pricing; futures; forward contract; commodities; Passport options
Mathematics Subject Classification ID
Cites Work