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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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Pricing interest rate derivatives with model risk
Hosokawa, Satoshi; Matsumoto, Koichi - In: Journal of financial engineering 2 (2015) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
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Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano; Pallavicini, Andrea - In: Journal of financial engineering 1 (2014) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
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Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis - In: International journal of financial engineering 7 (2020) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
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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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Hedging rainfall risk : an illustrative analysis of rainfall index-based futures contracts
Dileep N.; Kotreshwar G. - In: International journal of financial engineering 11 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014521332