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~isPartOf:"Applied economics"
~isPartOf:"Applied mathematical finance"
~person:"Fung, Man Chung"
~person:"Jorge, Maria João"
~person:"Kabir, Humayun"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
2
Is hedging successful at reducing financial risk exposure?
Jorge, Maria João
;
Augusto, Mário Gomes
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3695-3713
Persistent link: https://www.econbiz.de/10011621161
Saved in:
3
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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