A Stochastic Control Model for the Average Price of Manufacturer Sales on Commodity Exchanges
- Autores: Vavilov S.A.1, Kuznetsov K.S.1
-
Afiliações:
- St. Petersburg State University
- Edição: Volume 80, Nº 6 (2019)
- Páginas: 1098-1108
- Seção: Control in Social Economic Systems
- URL: https://journals.rcsi.science/0005-1179/article/view/151416
- DOI: https://doi.org/10.1134/S0005117919060080
- ID: 151416
Citar
Resumo
We propose an approach for controlling the weighted average price of a manufacturers sales on commodity exchanges. This problem is highly relevant due to the need for the manufacturer to hedge their profits in case of a sharp drop in market prices. We consider applications of the proposed control to executing trading operations on real commodity exchanges in order to demonstrate its efficiency.
Palavras-chave
Sobre autores
S. Vavilov
St. Petersburg State University
Autor responsável pela correspondência
Email: savavilov@inbox.ru
Rússia, St. Petersburg
K. Kuznetsov
St. Petersburg State University
Autor responsável pela correspondência
Email: kostas.92@mail.ru
Rússia, St. Petersburg
Arquivos suplementares
