Pages that link to "Item:Q789300"
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The following pages link to Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300):
Displaying 16 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- The futures price of a commodity in fixed supply (Q899904) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- On the qualitative properties of futures market equilibrium (Q1080761) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Optimal futures innovation in a dynamic economy: The discrete-time case (Q1367903) (← links)
- Optimal price policy and the futures markets (Q1392159) (← links)
- Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
- Endogenous determination of the degree of market-incompleteness in futures innovation (Q1804630) (← links)
- Solving the liquidity constraint by options on futures (Q2444693) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)