Optimal hedging in the futures market under price uncertainty

DOI10.1016/0165-1765(83)90076-9zbMath1273.91435OpenAlexW1982259326WikidataQ126463454 ScholiaQ126463454MaRDI QIDQ374856

Simon Benninga, Itzhak Zilcha, Rafael Eldor

Publication date: 24 October 2013

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

Full work available at URL: https://ageconsearch.umn.edu/record/275367/files/TEL-AVIV-FSWP-047.pdf

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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