Optimal hedging with commodity options in incomplete markets
Avner S[imon] Wolf
| Year of publication: |
1983
|
|---|---|
| Authors: | Wolf, Avner Simon |
| Subject: | Warenbörse | Börsentermingeschäft | Vereinigte Staaten | Hedging | Unvollkommener Markt | Incomplete market | Rohstoffderivat | Commodity derivative | Commodity exchange | Optionspreistheorie | Option pricing theory |
| Extent: | V, 227 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | New York, NY, Columbia Univ., Diss., 1983 |
| Notes: | Bibliogr. S. 149-150 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000648234