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International journal of financial engineering
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ECONIS (ZBW)
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1
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
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2
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
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3
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
4
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
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5
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
6
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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7
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
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