Stefan Spinler, Arnd Huchzermeier, Paul Kleindorfer. Risk hedging via options contracts for physical delivery. OR Spectrum, 25(3):379-395, 2003. [doi]
@article{SpinlerHK03,
title = {Risk hedging via options contracts for physical delivery},
author = {Stefan Spinler and Arnd Huchzermeier and Paul Kleindorfer},
year = {2003},
doi = {10.1007/s00291-003-0128-4},
url = {https://doi.org/10.1007/s00291-003-0128-4},
researchr = {https://researchr.org/publication/SpinlerHK03},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {25},
number = {3},
pages = {379-395},
}