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An empirical test of risk-adjusted performance of call option writing and put option buying hedge-strategies
Adam, Michael - 1999
Persistent link: https://www.econbiz.de/10013442942
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Essays on option pricing and portfolio planning with derivatives
Hansis, Alexandra - 2010
Persistent link: https://www.econbiz.de/10008780553
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Essays on option pricing and portfolio planning with derivatives
Hansis, Alexandra - 2010
Persistent link: https://www.econbiz.de/10008728272
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Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz - In: Annals of financial economics 15 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012642967
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The options doctor : option strategies for every kind of market
Young, Jeanette Schwarz - 2007
Persistent link: https://www.econbiz.de/10004893656
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Iron condor : neutral strategy for uncommon profit
Zerenner, Ernie; Phillips, Michael - 2010
Persistent link: https://www.econbiz.de/10009285115
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799
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Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
Bentahar, Imen; Bouchard, Bruno - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
-replication price is given by the cost of the cheapest hedging strategyin which the number of non-freely exchangeable assets is kept …
Persistent link: https://www.econbiz.de/10005861874
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Essays on the pricing, hedging and informational content of options
Horn, David - 2011
Persistent link: https://www.econbiz.de/10009378786
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Options for volatile markets : managing volatility and protecting against catastrophic risk
Lehman, Richard; McMillan, Lawrence G. - 2011 - 2. ed.
covered call writing - selling a call option on a stock the investor already owns - the authors discuss other strategies to … covered call writing - selling a call option on a stock the investor already owns - the authors discuss other strategies to …
Persistent link: https://www.econbiz.de/10009311854