A risk-return simulation model of commodity market hedging strategies.
Robert E. MarklandRobert J. NewettPublished in: WSC (1973)
Keyphrases
- simulation model
- investment strategies
- financial markets
- black scholes
- option pricing
- stock market
- discrete event
- risk management
- simulation models
- agent based simulation
- simulation environment
- decision making
- stock exchange
- stock price
- early warning
- risk evaluation
- agent based models
- mathematical model
- simulation tool
- trading strategies
- transaction costs
- convertible bonds
- analytical model
- decision analysis
- market conditions
- risk neutral
- temperature field
- risk assessment
- dynamic systems
- human computer interaction