English

Hedging and production decisions under uncertainty: A survey

General Finance 2008-12-02 v1 Probability

Abstract

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.

Keywords

Cite

@article{arxiv.0810.0917,
  title  = {Hedging and production decisions under uncertainty: A survey},
  author = {Moawia Alghalith},
  journal= {arXiv preprint arXiv:0810.0917},
  year   = {2008}
}

Comments

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