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Hedging
Option pricing theory
9
Optionspreistheorie
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5
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endogenous default
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Ibáñez, Alfredo
3
Balbás de la Corte, Alejandro
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Figuerola-Ferretti, Isabel
1
Paraskevopoulos, Ioannis
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Computational methods in decision-making, economics and finance
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The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
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2
Pairing market risk with credit risk
Figuerola-Ferretti, Isabel
;
Paraskevopoulos, Ioannis
-
2011
Persistent link: https://www.econbiz.de/10009686912
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3
Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
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4
Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
- In:
Computational methods in decision-making, economics and …
,
(pp. 139-165)
.
2010
Persistent link: https://www.econbiz.de/10009153090
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