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Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan; Gu, Yuchi - In: The journal of derivatives : JOD 28 (2021) 3, pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
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A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
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Can the improved CMBO strategies beat the CMBO index?
Liu, Wei-Han; Chang, Jow-Ran - In: The journal of derivatives : JOD 28 (2021) 3, pp. 163-183
Persistent link: https://www.econbiz.de/10012486036
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Bias correction for bond option greeks via jackknife
Zhang, Jinyu; Gao, Kang; Li, Yong - In: The journal of derivatives : JOD 28 (2021) 4, pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
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Pricing and hedging options on assets with options on related assets
Madan, Dilip B.; Wang, King - In: The journal of derivatives : JOD 29 (2021) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
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A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
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Equity portfolio trading with volatility and dividend derivatives
Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 3, pp. 46-64
Persistent link: https://www.econbiz.de/10013174821
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Practical application of derivatives in asset management
Scott, Cathy - In: The journal of derivatives : JOD 29 (2022) 4, pp. 6-7
Persistent link: https://www.econbiz.de/10014231041
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Application of credit derivatives in portfolio management
Kackar, Sameer; Rogal, Kelly - In: The journal of derivatives : JOD 29 (2022) 4, pp. 81-96
Persistent link: https://www.econbiz.de/10014231050