Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all

DOI10.1111/J.1939-7445.2012.00135.XzbMATH Open1542.91194MaRDI QIDQ6551688

Christian-Oliver Ewald

Publication date: 7 June 2024

Published in: Natural Resource Modeling (Search for Journal in Brave)

zbMATH Keywords

derivativesrenewable resourcesrisk managementfutures marketsfishery economics

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
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• On the non-equilibrium density of geometric mean reversion
• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
• Optimal harvesting of stochastically fluctuating populations
• Optimal harvesting under stochastic fluctuations and critical depensation
• Alternative models for stock price dynamics.
• THE GARCH OPTION PRICING MODEL
• A Course in Financial Calculus
• Uncertainty in the Theory of Renewable Resource Markets
• The Malliavin Calculus and Related Topics
• SUSTAINABLE YIELDS IN FISHERIES: UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS
• On some exponential functionals of Brownian motion

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