A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model

We extend the model of Paroush and Wolf by using a general utility and general distributions.

Year of publication:	2005-12-12
Authors:	Alghalith, Moawia
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 4.2005, 15, p. 1-6
Publisher:	AccessEcon
Subject:	hedging

Extent:	application/pdf
Type of publication:	Article
Classification:	D8 - Information and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010629345