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Repurchases, employee stock option grants, and hedging
Rogers, Daniel A. - In: Advances in financial risk management : corporates, …, (pp. 81-104). 2013
Persistent link: https://www.econbiz.de/10010213114
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The influence of risk diversification on the early exercise of employee stock options by executive officers
Hemmer, Thomas - In: Journal of accounting & economics 21 (1996) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10001200639
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Options on non-flexible currencies
Jennergren, Lars Peter; Näslund, Bertil - 1990
Persistent link: https://www.econbiz.de/10000798656
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Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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Absicherungsstrategien für Optionen bei Kurssprüngen
Grünewald, Barbara - 1998
Persistent link: https://www.econbiz.de/10000980154
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Feedback effects from dynamic hedging on selected stocks : an empirical analysis in the Swiss stock market
Kubli, Heinz - 2001
Persistent link: https://www.econbiz.de/10001582119
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Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda; Rourke, Thomas - In: Journal of financial markets 18 (2014), pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
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Optimal Dynamic Hedging of Equity Options : Residual-Risks, Transaction-Costs, & Conditioning
Petrelli, Andrea - 2019
Attempted dynamic replication based valuation of equity options is analyzed using the Optimal Hedge Monte-Carlo (OHMC) method. Detailed here are (1) the option hedging strategy and its costs; (2) irreducible hedging errors associated with realistically fat-tailed & asymmetric return...
Persistent link: https://www.econbiz.de/10012906140