Risk hedging in storage grid markets: Do options add value to forwards?
Anna Ye DuSanjukta DasRam D. GopalRam RameshPublished in: ACM Trans. Manag. Inf. Syst. (2011)
Keyphrases
- option pricing
- black scholes
- risk management
- financial markets
- stock price
- payoff functions
- storage and retrieval
- data grid
- convertible bonds
- decision analysis
- risk assessment
- early warning
- data storage
- grid computing
- storage requirements
- real option
- grid points
- grid infrastructure
- file system
- decision making
- high risk
- computational grids
- investment strategies
- grid services
- decision support system
- grid environment
- random access
- risk measures
- data structure