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An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
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An alternative formulation on the pricing of foreign currency options
Chiang, Raymond - In: The journal of futures markets 13 (1993) 8, pp. 903-907
Persistent link: https://www.econbiz.de/10001158682
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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Stochastic Interest Rates, Transaction Costs, and Immunizing Foreign Currency Risk
Chiang, Raymond; Okunev, John; Tippett, Mark - In: The journal of futures markets 17 (1997) 5, pp. 579-598
Persistent link: https://www.econbiz.de/10007371075
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An Alternative Formulation on the Pricing of Foreign Currency Options
Chiang, Raymond; Okunev, John - In: The journal of futures markets 13 (1993) 8, pp. 903-908
Persistent link: https://www.econbiz.de/10006869642
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Utility Maximizing Hedge Ratios in the Extended Mean Gini Framework
Kolb, Robert W.; Okunev, John - In: The journal of futures markets 13 (1993) 6, pp. 597-610
Persistent link: https://www.econbiz.de/10006869662