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subject:"Hedging"
~isPartOf:"Computational economics"
~isPartOf:"Mathematical methods of operations research"
~person:"Lee, Kyungsub"
~person:"Mourtas, Spyridon D."
~person:"Mußhoff, Oliver"
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Lee, Kyungsub
Mourtas, Spyridon D.
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Computational economics
Mathematical methods of operations research
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
1
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ECONIS (ZBW)
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ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
- In:
Computational economics
56
(
2020
)
4
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
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2
Performance of tail hedged portfolio with third moment variation swap
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Computational economics
50
(
2017
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10011783329
Saved in:
3
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
Computational economics
44
(
2014
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
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