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~person:"Jarrow, Robert A."
~person:"Yamada, Yuji"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Hedging
19
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10
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8
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5
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Aufsatz in Zeitschrift
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Jarrow, Robert A.
Yamada, Yuji
Lien, Da-hsiang Donald
82
Broll, Udo
73
Kit, Pong Wong
48
Mensi, Walid
29
Kang, Sang Hoon
27
Wahl, Jack E.
27
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23
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17
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17
Xuan Vinh Vo
15
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14
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14
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13
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13
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13
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13
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13
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12
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12
Lee, Cheng F.
12
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12
Moosa, Imad A.
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11
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11
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11
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11
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10
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10
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10
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9
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9
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9
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ECONIS (ZBW)
19
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1
Index design :
hedging
and manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013367706
Saved in:
2
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:
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
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
6
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:
7
Designing catastrophic bonds for catastrophic risks in agriculture : macro
hedging
long and short rains in Kenya
Sun, Lin
;
Turvey, Calum Greig
;
Jarrow, Robert A.
- In:
Agricultural finance review
75
(
2015
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10011305770
Saved in:
8
Properties of optimal smooth functions in additive models for
hedging
multivariate derivatives
Yamada, Yuji
- In:
Asia-Pacific financial markets
19
(
2012
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009629160
Saved in:
9
The dangers of calibration and
hedging
the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
10
Hedging
in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
1
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