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Hedging under the Heston model...
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9
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9
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6
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3
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1986-1995
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Johnson, Timothy C.
3
Naik, Narayan Y.
3
Acharya, Viral V.
2
Agarwal, Vikas
2
Brealey, Richard A.
1
Buraschi, Andrea
1
Carpenter, Jennifer N.
1
Cocco, João F.
1
Das, Sanjiv R.
1
Gomes, Francisco J.
1
Jackwerth, Jens Carsten
1
Kaplanis, E.
1
Sercu, Piet
1
Sundaram, Rangarajan K.
1
Uppal, Raman
1
Yadav, Pradeep
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Institute of Finance and Accounting <London>
National Bureau of Economic Research
645
International Monetary Fund (IMF)
315
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
210
International Monetary Fund
103
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
92
C.E.P.R. Discussion Papers
78
Institut für Schweizerisches Bankwesen <Zürich>
58
Centre for Analytical Finance <Århus>
50
EconWPA
44
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Université Paris-Dauphine (Paris IX)
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HAL
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Agricultural and Applied Economics Association - AAEA
29
Ekonomiska forskningsinstitutet <Stockholm>
23
World Bank
23
European Association of Agricultural Economists - EAAE
21
Tilburg University, Center for Economic Research
20
Center for Economic Research <Tilburg>
19
Chambre de commerce et d'industrie de Paris
19
National Centre of Competence in Research North South <Bern>
19
Svenska Handelshögskolan <Helsinki>
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
18
Reserve Bank of Australia
18
Springer Fachmedien Wiesbaden
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
17
Cowles Foundation for Research in Economics, Yale University
17
Federal Reserve Bank of St. Louis
17
Society for Computational Economics - SCE
17
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17
CESifo
16
Department of Economics and Finance, College of Business and Economics
16
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15
Tinbergen Instituut
15
Department of Economics, Oxford University
14
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
13
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
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Institute of Economic Research, Kyoto University
13
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ECONIS (ZBW)
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1
The price of a smile :
hedging
and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
2
Performance evaluation of hedge funds with options-based and buy-and-hold strategies
Agarwal, Vikas
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700321
Saved in:
3
Pricing credit derivatives with rating transitions
Acharya, Viral V.
(
contributor
);
Das, Sanjiv R.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700269
Saved in:
4
Exploiting short-run predictability
Gomes, Francisco J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
Saved in:
5
Exchange rate
volatility
and international trade : a general equilibrium analysis
Sercu, Piet
(
contributor
);
Uppal, Raman
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
Saved in:
6
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
7
Volatility
, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
8
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
9
Hedging
house price risk with incomplete markets
Cocco, João F.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700276
Saved in:
10
Corporate bond valuation and
hedging
with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700287
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