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~person:"Carr, Peter"
~person:"Yamada, Yuji"
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Search: "Hedging"
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Hedging
24
Option pricing theory
13
Optionspreistheorie
13
Derivat
9
Derivative
9
Theorie
8
Theory
8
Option trading
7
Optionsgeschäft
7
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6
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6
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5
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5
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3
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2
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2
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2
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2
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barrier options
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23
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Carr, Peter
Yamada, Yuji
Broll, Udo
95
Lien, Da-hsiang Donald
86
Kit, Pong Wong
53
Wahl, Jack E.
39
Mensi, Walid
29
Alghalith, Moawia
27
Kang, Sang Hoon
27
Hammoudeh, Shawkat
26
Li, Johnny Siu-Hang
20
Bouri, Elie
19
Fabozzi, Frank J.
18
Lee, Cheng F.
18
Cotter, John
15
Tiwari, Aviral Kumar
15
Umar, Zaghum
15
Xuan Vinh Vo
15
Yousaf, Imran
15
Alexander, Carol
14
Madan, Dilip B.
14
Bartram, Söhnke M.
13
Dionne, Georges
13
Kallsen, Jan
13
McAleer, Michael
13
Melʹnikov, Aleksandr V.
13
Moosa, Imad A.
13
Nguyen, Duc Khuong
13
Shrestha, Keshab
13
Faff, Robert W.
12
Ghorbel, Ahmed
12
Godin, Frédéric
12
Lucey, Brian M.
12
Myers, Robert J.
12
Zilcha, Itzhak
12
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11
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11
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11
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11
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11
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Asia-Pacific financial markets
5
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3
International journal of theoretical and applied finance
3
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1
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1
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1
Finance and Stochastics
1
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1
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1
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1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
23
RePEc
3
Showing
1
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10
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26
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date (oldest first)
1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
3
Simultaneous
hedging
strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
4
Cross
hedging
using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
5
Optimal
hedging
of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
6
Hedging
insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
7
Static
hedging
of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
8
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
9
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
10
On the
hedging
of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
1
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3
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