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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier; Menoncin, Francesco - In: Journal of banking & finance 60 (2015), pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
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Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
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A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana; Consigli, Giorgio; Varun, Vivek - In: Journal of banking & finance 140 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas - In: Journal of banking & finance 66 (2016), pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
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Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
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Optimal delta hedging for options
Hull, John; White, Alan - In: Journal of banking & finance 82 (2017), pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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Static hedging and pricing American knock-in put options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10009675545
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Strategic technology adoption and hedging under incomplete markets
Leippold, Markus; Stromberg, Jacob - In: Journal of banking & finance 81 (2017), pp. 181-199
Persistent link: https://www.econbiz.de/10011816440