## Abstract In a doubly stochastic jumpβdiffusion economy with stochastic jump arrival intensity and proportional transaction costs, we develop a fiveβfactor riskβreturn asset pricing inequality to model optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis,
β¦ LIBER β¦
Product mix determination in the presence of alternate process plans and stochastic demand
β Scribed by Raja G. Kasilingam
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 209 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0360-8352
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