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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
The mainstream model of option pricing is based on an exogenously given process of price movements. The implication of this assumption is that price movements are not affected by actions of market participants. However, if we assume that there are indeed impacts on the price movements it no...
Persistent link: https://www.econbiz.de/10010301361
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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - Fakultät Wirtschaftswissenschaften, Technische … - 2009
The mainstream model of option pricing is based on an exogenously given process of price movements. The implication of this assumption is that price movements are not affected by actions of market participants. However, if we assume that there are indeed impacts on the price movements it no...
Persistent link: https://www.econbiz.de/10009226172
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Risk sharing markets and export production
Broll, Udo - In: Firms, markets and contracts : contributions to …, (pp. 273-279). 1996
Persistent link: https://www.econbiz.de/10001293200
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[Rezension von: Models of futures markets, Barry A. Goss (ed.)]
Broll, Udo - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 3, pp. 568-570
Persistent link: https://www.econbiz.de/10001519407
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Export production and cross hedging
Broll, Udo - 1994
Persistent link: https://www.econbiz.de/10000903818
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Foreign production and forward markets
Broll, Udo - 1994
Persistent link: https://www.econbiz.de/10000879610
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Intra-firm trade and exchange rate risk
Broll, Udo - In: Trade, growth and economic policy in open economies : …, (pp. 93-98). 1998
Persistent link: https://www.econbiz.de/10001300196
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Export flexibility and hedging
Broll, Udo - In: The Indian journal of economics 75 (1994) 1, pp. 41-45
Persistent link: https://www.econbiz.de/10001177611
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Foreign production and forward markets
Broll, Udo - In: Australian economic papers 33 (1994) 62, pp. 1-6
Persistent link: https://www.econbiz.de/10001177699
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Foreign production and optimal hedging of risky revenues
Broll, Udo - In: International economic journal 9 (1995) 1, pp. 13-18
Persistent link: https://www.econbiz.de/10001179907