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Optimal lag in dynamical investments
Serva, Maurizio - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 471-481
Persistent link: https://www.econbiz.de/10001438729
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An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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Profitability of a simple pairs trading strategy : recent evidences from a global context
Miao, Jia; Laws, Jason - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011523891
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Efficient hedging of path-dependent options
Kolkiewicz, Adam W. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
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Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet - In: International journal of theoretical and applied finance 19 (2016) 7, pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
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On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.; Kimball, Lucia; Steblovskaya, Victoria - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
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Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin; Zivoi, Danijel; Ṥikić, Mario - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
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Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi; Viitasaari, Lauri - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011854596