HEDGING AND THE COMPETITIVE FIRM UNDER AMBIGUOUS PRICE AND BACKGROUND RISK

DOI10.1111/BOER.12092zbMath1468.91173OpenAlexW2496135617MaRDI QIDQ4998319

Yusuke Osaki, Long Yi, Kit Pong Wong

Publication date: 8 July 2021

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/250177

zbMATH Keywords

optionsproductionfuturessmooth ambiguity preferences

Mathematics Subject Classification ID

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

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