Risk reduction in wheat production with weather put option
نویسندگان
چکیده
منابع مشابه
Put Option Premiums and Coherent Risk Measures
This note defines the premium of a put option on the firm as a measure of insolvency risk. The put premium is not a coherent risk measure as defined by Artzner et al. (1999). It satisfies all the axioms for a coherent risk measure except one, the translation invariance axiom. However, it satisfies a weakened version of the translation invariance axiom that we label translation monotonicity. The...
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ژورنال
عنوان ژورنال: Ratarstvo i povrtarstvo
سال: 2011
ISSN: 1821-3944
DOI: 10.5937/ratpov1101203m