Risk hedging via options contracts for physical delivery.
Stefan SpinlerArnd HuchzermeierPaul KleindorferPublished in: OR Spectr. (2003)
Keyphrases
- option pricing
- black scholes
- risk management
- risk factors
- stock price
- decision analysis
- risk assessment
- payoff functions
- convertible bonds
- financial markets
- data mining
- search strategies
- physical world
- supply chain
- long term
- real world
- decision support system
- decision makers
- transaction costs
- natural disasters
- real option
- risk measures
- real time