Risk analysis of commitment-option contracts with forecast updates

Risk analysis of commitment-option contracts with forecast updates

10.1080/0740817X.2010.532851

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Bibliographic Details
Main Authors: Buzacott, J., Yan, H., Zhang, H.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
commitment-option contract
forecast updates
Mean-variance
stochastic order
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44062
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Institution: National University of Singapore
Description
Summary:10.1080/0740817X.2010.532851

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