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~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Unvollkommener Markt"
~subject:"Währungsmanagement"
~type_genre:"Accompanied by computer file"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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ARCH model
Derivat
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ECONIS (ZBW)
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1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Impact and hedging attribute of gold in the international financial market : with latest empirical approach and data
Qian, Xinyi
-
2021
Persistent link: https://www.econbiz.de/10012807960
Saved in:
3
Research on hedging effectiveness of gold futures at home and abroad in post-epidemic era
Zhang, Xiaoyan
;
Liu, Jinling
;
Zhang, Guosheng
- In:
Proceedings of the 5th International Conference on …
,
(pp. 573-586)
.
2022
Persistent link: https://www.econbiz.de/10013352918
Saved in:
4
Hedging and valuation of contingent guarantees
Bienek, Tobias
-
2019
Persistent link: https://www.econbiz.de/10012062235
Saved in:
5
Corporate risk management : new empirical evidence from foreign exchange and interest rate risk
Hecht, Andreas
-
2019
Persistent link: https://www.econbiz.de/10012030788
Saved in:
6
Essays in financial risk management
Seidel, Henry
-
2017
Persistent link: https://www.econbiz.de/10012237908
Saved in:
7
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
8
Hedging housing price risks : some empirical evidence from the US
Bao, Li
;
Cheung, William Ming Yan
;
Unger, Stephan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
Saved in:
9
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
10
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
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