Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty

DOI10.1007/BF01225932zbMath0800.90141MaRDI QIDQ1319271

Frank B. Lehrbass

Publication date: 12 April 1994

Published in: Journal of Economics (Search for Journal in Brave)

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Arbitrage pricing of contingent claims
• Martingales and arbitrage in multiperiod securities markets
• Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility
• Options and Efficiency

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