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1
Investing in a random start American option under competition
Pereira, Paulo
;
Rodrigues, Artur
- In:
Finance research letters
28
(
2019
),
pp. 388-397
Persistent link: https://www.econbiz.de/10012388350
Saved in:
2
Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
3
Why does volatility uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
Saved in:
4
Volatility-of-volatility and tail
risk
hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
5
Model
risk
in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
Managing option-trading
risk
when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
7
Efficient option
risk
measurement with reduced model
risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
8
Participating contingent premium options
Rajae, Aboulaich
;
Amina, Dchieche
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011697145
Saved in:
9
Parametric model
risk
and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
10
Pricing and hedging wind power prediction
risk
with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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