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~subject:"Hedging"
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Hedging
Theorie
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Platen, Eckhard
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5
Nikitopoulos, Christina Sklibosios
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Du, Ke
4
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4
Ignatieva, Ekaterina
4
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2
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2
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2
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2
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2
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2
Kang, Boda
2
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2
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Applied mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Energy economics
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International journal of theoretical and applied finance
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
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2
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Real world pricing of long term contracts
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662357
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7
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
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8
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250936
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9
Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
Saved in:
10
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
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