dc.date.accessioned | 2021-09-24T14:39:07Z | |
dc.date.available | 2021-09-24T14:39:07Z | |
dc.identifier.uri | https://fif.hebis.de/xmlui/handle/123456789/1998 | |
dc.description.abstract | We envision a model with one good and two periods, t= 0,1. A monopolist with an increasing utility function u is the sole producer of the good, and the good is produced only in the last period. The monopolist chooses quantity Q to maximize profits. Demand is uncertain and is realized between the two periods. Given a competitive derivatives market with risk-neutral market makers, the payoff of the derivatives contract must be zero in expectation. | |
dc.rights | Attribution-ShareAlike 4.0 International | |
dc.rights.uri | http://creativecommons.org/licenses/by-sa/4.0/ | |
dc.title | Survey_MS_2008 | |
dc.type | Research Data | |
dc.identifier.url | https://www.ifk-cfs.de/fileadmin/downloads/publications/wp/08_37.pdf | |