introduction: risk is an essential component in the production and sale of agricultural products. due to the nature of agricultural products, the people who act in this area including farmers and businesspersons encounter unpredictable fluctuations of prices. on the other hand, the firms that process agricultural products also face fluctuation of price of agricultural inputs. given that the can...

© Dunay et al. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and redistribution in any medium, provided that the original author and source are credited. Bitcoin is a relatively new and attractive asset. It is used for peer-to-peer transactions and is built upon an interesting system calle...

A natural approach to reducing the risk of a position in stock, is by buying put options on the underlying. We consider a model where the Value at Risk is taken as measure of risk, in the framework of the BlackScholes model. We show a method for the choice of the optimal strike price of the options, and provide an analytic formula for the optimal Value at Risk, for arbitrary hedging expenditure...

Put options are commonly used in the stock market to protect against the decline of the price of a stock below a specified price. On the other hand, finite difference approach is a well-known and well-resulted numerical scheme for financial differential equations. As such in this work, a new spatial discretization based on finite difference semi-discretization procedure with high order of accur...