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This paper considers various options replication methods. Firstly, a specific type of barrier option, an up-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered. Secondly, a general definition of replication methods is...
Persistent link: https://www.econbiz.de/10008549672
Persistent link: https://www.econbiz.de/10010395813
The aim of the paper is to apply a theory of asymmetric information to managing production risk in agriculture. The second part of the paper is devoted to the tools for reducing the information asymmetry - parametric products (weather derivatives, index insurance). The results are based on...
Persistent link: https://www.econbiz.de/10009401145