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Optimal hedging of variance derivatives
Crosby, John - In: The European journal of finance 20 (2014) 1/3, pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
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Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian (contributor) - 2015
Persistent link: https://www.econbiz.de/10010528214
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
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Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.; Prisman, Eliezer Zeev - In: The European journal of finance 19 (2013) 3/4, pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
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Pricing inflation-indexed derivatives with default risk
Chen, Son-nan; Hsu, Pao-Peng - In: The European journal of finance 24 (2018) 15, pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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Modelling gold futures : should the level of speculation inform our choice of variables?
Coyle, Christopher; Gogolin, Fabian; Kearney, Fearghal - In: The European journal of finance 25 (2019) 10, pp. 966-977
Persistent link: https://www.econbiz.de/10012207046
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Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.; Tantisantiwong, Nongnuch - In: The European journal of finance 20 (2014) 10/12, pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
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Multivariate GARCH with dynamic beta
Raddant, Matthias; Wagner, Friedrich - In: The European journal of finance 28 (2022) 13/15, pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205