Work

Optimizing Risk Projections in Commodity Derivatives: A Payoff-Structured Dimension Reduction Technique

Year: 2025

Type: article

Source: Risk and Decision Analysis

DOI: 10.1177/15697371251391545

Authors: Adnane Moulim, Adil Reghai, Sid’Ahmed Soumbara, Ahmed El Ghini

Institution: Mohammed V University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4415669161

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Cites: 32

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