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The Dark and Bright Sides of Renegotiation: An Application to Transport Concession Contracts

✍ Scribed by Julie de Brux

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
211 KB
Volume
18
Category
Article
ISSN
0957-1787

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## Abstract Asian‐Basket‐type moving‐window contracts are an increasingly used risk‐management tool in the North American hog sector. The moving‐window contract is decomposed into a portfolio of a long Asian‐Basket put and a short Asian‐Basket call option. A projected break‐even price is used to de