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Future demand for process plant

Publisher
Elsevier Science
Year
1967
Tongue
English
Weight
143 KB
Volume
17
Category
Article
ISSN
0042-207X

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๐Ÿ“œ SIMILAR VOLUMES

The Demand for Hedging with Futures and
The Demand for Hedging with Futures and Options
โœ Darren L. Frechette ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 164 KB ๐Ÿ‘ 2 views

## Abstract The optimal hedging portfolio is shown to include both futures and options under a variety of circumstances when the marginal cost of hedging is nonzero. Futures and options are treated as substitute goods, and the properties of the resulting hedging demand system are explained. The ove