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~person:"Kaeck, Andreas"
~subject:"Option trading"
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Option trading
Hedging
7
Option pricing theory
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Optionspreistheorie
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4
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4
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Scientific modelling
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2007-2008
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Kaeck, Andreas
Hull, John
24
Poteshman, Allen M.
9
Pedersen, Lasse Heje
7
Carr, Peter
6
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6
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Kelly, Bryan T.
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Kit, Pong Wong
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5
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European journal of operational research : EJOR
1
Review of finance : journal of the European Finance Association
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The journal of futures markets
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ECONIS (ZBW)
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VIX derivatives,
hedging
and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
2
Model Risk Adjusted Hedge Ratios
Alexander, Carol
-
2010
demonstrate an improvement in
hedging
performance after the model risk adjustment …
Persistent link: https://www.econbiz.de/10013143824
Saved in:
3
Hedging
surprises, jumps, and model misspecification : a risk management perspective on
hedging
S&P 500 options
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
4
,
pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
Saved in:
4
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
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