The \((S,s)\) policy is an optimal trading strategy in a class of commodity price speculation problems
From MaRDI portal
Publication:868617
DOI10.1007/s00199-005-0065-3zbMath1172.90001OpenAlexW2002060080WikidataQ123278774 ScholiaQ123278774MaRDI QIDQ868617
Publication date: 6 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-005-0065-3
Related Items
Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market ⋮ Price and Inventory Dynamics in an Oligopoly Industry: A Framework for Commodity Markets ⋮ Time-varying (S, s) band models: properties and interpretation ⋮ Optimal investment policy with fixed adjustment costs and complete irreversibility
Cites Work