Hedging Pressure and Commodity Option Prices
Year of publication: |
[2021]
|
---|---|
Authors: | Cheng, Ing-Haw ; Tang, Ke ; Yan, Lei |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 29, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3933070 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pricing of Derivatives on Commodity Indices
Rauch, Johannes, (2014)
-
Commodity Derivatives : Forward and Futures Contracts
Negrini de Mattos, Alexandre José, (2023)
-
Doran, James S., (2021)
- More ...
-
Huang, Jing, (2019)
-
How Much Would You Pay to Resolve Volatility Risk in Agricultural Commodity Markets?
Yan, Lei, (2019)
-
Is the Supply Curve for Commodity Futures Contracts Upward Sloping?
Yan, Lei, (2019)
- More ...