A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT (Q5066304)
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scientific article; zbMATH DE number 7499772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT |
scientific article; zbMATH DE number 7499772 |
Statements
A STOCHASTIC OIL PRICE MODEL FOR OPTIMAL HEDGING AND RISK MANAGEMENT (English)
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29 March 2022
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oil prices
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market risk
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stochastic modeling
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market incompleteness
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optimal hedging
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illiquid markets
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risk management
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