Model-free hedge ratios and scale-invariant models
Year of publication: |
2007
|
---|---|
Authors: | Alexander, Carol ; Nogueira, Leonardo M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 6, p. 1839-1861
|
Subject: | Hedging | Volatilität | Volatility | Theorie | Theory |
-
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar, (2015)
-
Deep hedging under rough volatility
Horvath, Blanka Nora, (2021)
-
The microeconomics of agricultural price risk
Boyd, Chris M., (2020)
- More ...
-
Model risk adjusted hedge ratios
Alexander, Carol, (2009)
-
Alexander, Carol, (2008)
-
Optimal Hedging and Scale Invariance : A Taxonomy of Option Pricing Models
Alexander, Carol, (2005)
- More ...