• Corpus ID: 250265086

Static Hedging of Freight Risk under Model Uncertainty

@inproceedings{Papayiannis2022StaticHO,
  title={Static Hedging of Freight Risk under Model Uncertainty},
  author={G. I. Papayiannis},
  year={2022}
}
Freight rate derivatives constitute a very popular financial tool in shipping industry, that allows to the market participants and the individuals operating in the field, to reassure their financial positions against the risk occurred by the volatility of the freight rates. The special structure of the shipping market attracted the interest of both academics and practitioners, since pricing of the related traded options which are written on non-storable assets (i.e. the freight service) is not a… 

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