The preferred hedge instrument

DOI10.1016/S0165-1765(99)00180-9zbMath1031.91043WikidataQ126352222 ScholiaQ126352222MaRDI QIDQ1606280

Harald L. Battermann, Udo Broll, Jörg Schimmelpfennig, Michael Braulke

Publication date: 24 July 2002

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

zbMATH Keywords

expected utilityexkporting firmoptions prices

Mathematics Subject Classification ID

Related Items (2)

Hedging the exchange rate risk for international portfolios ⋮ The optimal multi-period hedging model of currency futures and options with exponential utility

Cites Work

• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

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