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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex; Ruddock, Ralph - In: Applied economics 55 (2023) 18, pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan; Vrins, Frédéric - In: Applied economics 50 (2018) 10, pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi; Cheng, Sicong; Yin, Fangsheng; Yu, Mei - In: Applied economics 54 (2022) 32, pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
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A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.; Chetverikov, V. - In: Applied economics 48 (2016) 25/27, pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
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Consumption and the interest rate : a changing dynamic?
Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
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Spot market and derivative segment of equity in India
Sharma, Dheeraj P.; Ahalawat, Shweta; Patro, Archana; … - In: Applied economics 54 (2022) 3, pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
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Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.; Vuillermet, N. - In: Applied economics 48 (2016) 1/3, pp. 165-177
Persistent link: https://www.econbiz.de/10011412618