An agent hedging with commodity options
Subtitle: optimal choice of options, and portfolio analysis
By: by Avner Wolf
Series: Working paper series -- CSFM-70; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-70.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1983
Place of publication: [New York]
Language: eng
Number of pages: 61
Notes: Bibliography: p. 57-58.