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Hedging and Pricing in Imperfe...
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Showing
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1
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
-
2014
lower- and upper-
hedging
problems, and somewhat unexpectedly, a facelift turns out to exist in utility-maximization despite …
Persistent link: https://www.econbiz.de/10010442910
Saved in:
2
Chapter 19. Market Liquidity—
Theory
and Empirical Evidence
Vayanos, Dimitri
;
Wang, Jiang
-
2013
basic questions within that model. We review the empirical literature through the lens of the
theory
, using the
theory
to …
Persistent link: https://www.econbiz.de/10014025359
Saved in:
3
Insiders'
hedging
in a stochastic volatility model
Park, Sang-Hyeon
;
Lee, Kiseop
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011567200
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Strategic technology adoption and
hedging
under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
-
2014
We investigate the implications of technological innovation and non-diversifiable risk on entrepreneurial entry and optimal portfolio choice. In a real options model where two risk-averse individuals strategically decide on technology adoption, we show that the impact of non-diversifiable risk...
Persistent link: https://www.econbiz.de/10011293735
Saved in:
6
Robust
hedging
in incomplete markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance
18
(
2019
)
3
,
pp. 473-493
Persistent link: https://www.econbiz.de/10012107932
Saved in:
7
Dynamic mean-variance asset allocation
Başak, Suleyman
;
Chabakauri, Georgy
-
2009
Persistent link: https://www.econbiz.de/10003835659
Saved in:
8
Dynamic
hedging
in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
-
2011
Persistent link: https://www.econbiz.de/10009155906
Saved in:
9
Determinanten des unternehmerischen Währungsderivateeinsatzes
Mahayni, Daniel
-
2002
Aus welchen Gründen setzen Unternehmen (Währungs-)Derivate ein? Der Autor geht dieser Frage nach, indem er zunächst verschiedene Theorien zur Rechtfertigung des unternehmerischen Einsatzes von Derivaten zu Risikomanagementzwecken zusammenfaßt, welche die grundsätzliche Redundanz von...
Persistent link: https://www.econbiz.de/10011402078
Saved in:
10
Hedging
pure endowments with mortality derivatives
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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