Optimal corporate hedging using options with basis and production risk
Emanuele Bajo; Massimiliano Barbi; Silvia Romagnoli
| Year of publication: |
2014
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|---|---|
| Authors: | Bajo, Emanuele ; Barbi, Massimiliano ; Romagnoli, Silvia |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 56-71
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| Subject: | Risk management | Option hedging | Expected shortfall | Hedging | Risikomanagement | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010463594