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Hedging industrial metals with stochastic volatility models
Liu, Qingfu; Chng, Michael T.; Xu, Dongxia - In: The journal of futures markets 34 (2014) 8, pp. 704-730
Persistent link: https://www.econbiz.de/10010507939
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Hedging Covid-19 risk with ESG disclosure
Jin, Yuqian; Liu, Qingfu; Tse, Yiuman; Zheng, Kaixin - In: International review of economics & finance : IREF 88 (2023), pp. 27-46
Persistent link: https://www.econbiz.de/10014474194
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Hedging volatility risk : the effectiveness of volatility options
An, Yunbi; Assaf, Ata; Yang, Jun - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
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An empirical comparison of option-pricing models in hedging exotic options
An, Yunbi; Suo, Wulin - In: Financial management 38 (2009) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10003939243