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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
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Price uncertainty, the competitive firm and the dual theory of choice under risk
Demers, Fanny Saul - In: European economic review : EER 34 (1990) 6, pp. 1181-1199
Persistent link: https://www.econbiz.de/10001096599
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How to allocate forward contracts : the case of electricity markets
Frutos, Maria Angeles de; Fabra, Natalia - In: European economic review : EER 56 (2012) 3, pp. 451-469
Persistent link: https://www.econbiz.de/10009657501
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A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen; Ortiz-Latorre, Salvador - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
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Metrization of stochastic dominance rules
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
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Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
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Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
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Response functions
Oyarzun, Carlos; Sanjurjo, Adam; Nguyen, Hien - In: European economic review : EER 98 (2017), pp. 1-31
Persistent link: https://www.econbiz.de/10011812035
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Informationally dynamized Gaussian copula
Crépey, S.; Jeanblanc, Monique; Wu, Dong Li - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748717