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Economic modelling
The journal of futures markets
683
International journal of theoretical and applied finance
570
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548
IMF Staff Country Reports
540
SpringerLink / Bücher
509
Finance research letters
427
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1
Operational risk of option
hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
2
An improved framework for approximating option prices with application to option portfolio
hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
3
Exchange rate risk management : what can we learn from financial crises?
Lan, Lihuei
;
Chen, Chang-Chih
;
Chuang, Shuangshii
- In:
Economic modelling
45
(
2015
),
pp. 187-192
Persistent link: https://www.econbiz.de/10011334127
Saved in:
4
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
5
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
6
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
7
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
8
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
9
A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng
;
Hung, Wei-ming
- In:
Economic modelling
33
(
2013
),
pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
Saved in:
10
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
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