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  • Search: subject:"delta hedging and mean-variance hedging"
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Subject
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Commodity derivative 1 Commodity exchange 1 Commodity market 1 Erdgas 1 Hedging 1 Lager 1 Natural gas 1 Option pricing theory 1 Optionspreistheorie 1 Real options analysis 1 Realoptionsansatz 1 Rohstoffderivat 1 Rohstoffmarkt 1 Storage facility 1 Warenbörse 1 Yield curve 1 Zinsstruktur 1 commodity and energy real options 1 delta hedging and mean-variance hedging 1 futures term structures 1 model error 1 natural gas storage 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Lai, Guoming 1 Margot, François 1 Scheller-Wolf, Alan 1 Secomandi, Nicola 1 Seppi, Duane J. 1
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Manufacturing & service operations management : M & SOM 1
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ECONIS (ZBW) 1
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Merchant commodity storage and term-structure model error
Secomandi, Nicola; Lai, Guoming; Margot, François; … - In: Manufacturing & service operations management : M & SOM 17 (2015) 3, pp. 302-320
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