Hedging and production decisions under uncertainty: A survey

Details Hedging and production decisions under uncertainty: A survey Hedging and production decisions under uncertainty: A survey

2008-10-06

arxiv.org/abs/0810.0917v1

Economy

Quantitative Finance

General Finance

Submitted to the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.i

Scientific paper

This paper synthesizes and analyzes some important current and recent
contributions to the theory of the firm under uncertainty. In so doing, it
examines the production and hedging decisions of the competitive firm under a
single source and multiple sources of uncertainty.

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