Optimal corporate hedging using options with basis and production risk
Year of publication: |
2014
|
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Authors: | Bajo, Emanuele ; Barbi, Massimiliano ; Romagnoli, Silvia |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 56-71
|
Subject: | Risk management | Option hedging | Expected shortfall | Hedging | Risikomanagement | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Optionsgeschäft | Option trading |
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