Optimizing hedging effectiveness of Indian agricultural commodity futures: a simulation approach

DOI10.1007/S10690-021-09355-3zbMath1521.91361OpenAlexW4210407475MaRDI QIDQ6054302

Sanjay Mansabdar, Hussain C. Yaganti

Publication date: 28 September 2023

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-021-09355-3

zbMATH Keywords

Monte Carlo simulationhedging effectivenessagricultural commodity futureslocation options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

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