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1
Dynamic correlation or tail dependence
hedging
for portfolio selection
Elkamhi, Redouane
;
Stefanova, Denitsa
-
2011
Persistent link: https://www.econbiz.de/10008907847
Saved in:
2
Dynamic correlation or tail dependence
hedging
for portfolio selection
Elkamhia, Redouane
;
Stefanova, Denitsa
-
2010
implications and cannot substitute each other. We alsoisolate the
hedging
demands due to macroeconomic and market conditions that …
Persistent link: https://www.econbiz.de/10011383108
Saved in:
3
Black scholes for portfolios of options in discrete time : the price is right, the hedge is wrong
Peeters, Bas
;
Dert, Cees
;
Lucas, André
-
2003
Persistent link: https://www.econbiz.de/10001884326
Saved in:
4
Pricing double barrier options : an analytical approach
Pelsser, Antoon André Jean
-
1997
Persistent link: https://www.econbiz.de/10000953522
Saved in:
5
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
6
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
Saved in:
7
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1995
Persistent link: https://www.econbiz.de/10000904883
Saved in:
8
Optimal
hedging
with the Vector Autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
We derive the optimal
hedging
ratios for a portfolio of assets driven by a Cointegrated Vector Autoregressive model …
Persistent link: https://www.econbiz.de/10010244526
Saved in:
9
Theory
of dynamic portfolio choice for maximization of survival probability
Roy, Santanu
-
1992
Persistent link: https://www.econbiz.de/10000122474
Saved in:
10
A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van
;
Pennings, Enrico
;
Smit, Han T. J.
-
2008
Persistent link: https://www.econbiz.de/10003645082
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