Weighted average price management of manufacturer sales with determined realization volume by the end of trade period on commodity exchanges

被引：1

作者：

Kuznetsov, Konstantin S. ^{[1
]}

机构：

[1] St Petersburg State Univ, Fac Math & Mech, Dept Appl Cybernet, St Petersburg, Russia

来源：

INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING | 2019年 / 6卷 / 04期

关键词：

Decision analysis; finance; risk management; stochastic processes; sales management;

D O I：

10.1142/S242478631950035X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper proposed a method to control the weighted average price of manufacturer sales with the initially specified sales by the end of the trading interval on the commodity exchanges. The developed manufacturer sales strategy is proposed as a hedge against price slumps without the use of derivative financial instruments in commodity markets.

引用

页数：15

共 4 条

[1] Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.
Kuznetsov, Konstantin S.
[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2018, 5 (03)
[2] A Stochastic Control Model for the Average Price of Manufacturer Sales on Commodity Exchanges
Vavilov, S. A.
Kuznetsov, K. S.
[J]. AUTOMATION AND REMOTE CONTROL, 2019, 80 (06) : 1098 - 1108
[3] A Stochastic Control Model for the Average Price of Manufacturer Sales on Commodity Exchanges
S. A. Vavilov
K. S. Kuznetsov
[J]. Automation and Remote Control, 2019, 80 : 1098 - 1108
[4] Weighted average price management of sales under the given minimum volume of assets obligatory for realization
Svetlov, Kirill, V
Vavilov, Sergey A.
[J]. INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2022, 09 (01)

← 1 →