Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Futures markets and commodity options: Hedging and optimality in incomplete markets |
scientific article; zbMATH DE number 3845296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Futures markets and commodity options: Hedging and optimality in incomplete markets |
scientific article; zbMATH DE number 3845296 |
Statements
Futures markets and commodity options: Hedging and optimality in incomplete markets (English)
0 references
1984
0 references
multi-good multi-period economies
0 references
futures markets
0 references
continuous-time model
0 references
time-additive utilities
0 references
homogeneous beliefs
0 references
market portfolio
0 references
riskless asset
0 references
Pareto-optimal allocation
0 references
reverse hedging
0 references
0 references
0 references
0 references
