The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems
Year of publication: |
2007
|
---|---|
Authors: | Hall, George ; Rust, John |
Published in: |
Economic Theory. - Springer. - Vol. 30.2007, 3, p. 515-538
|
Publisher: |
Springer |
Subject: | Commodity price speculation | Inventory investment | K-concavity | (S | s) policy | C13–15 |
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