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Applications of contingent claims theory to microeconomic problems
Hennessy, David A. - 1993
Persistent link: https://www.econbiz.de/10000908859
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Mathematics of financial obligations
Mel'nikov, Aleksandr V.; Volkov, Sergej N.; Nechaev, … - 2002
Persistent link: https://www.econbiz.de/10001671570
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Risiko beim diskreten Hedgen von Optionen im Black/Scholes-Modell
Bär, Jürgen - 1994
Persistent link: https://www.econbiz.de/10000913802
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Local volatility calibration during turbulent periods
Skindilias, Konstantinos; Lo, Chia Chun - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
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Probability weighting and loss aversion in futures hedging
Mattos, Fabio; García, Philip; Pennings, Joost M. E. - In: Journal of financial markets 11 (2008) 4, pp. 433-452
Persistent link: https://www.econbiz.de/10003789998
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Probability weighting in futures hedging
Mattos, Fabio - In: Financial hedging, (pp. 75-94). 2009
Persistent link: https://www.econbiz.de/10008799132
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On the possibility of stock market crashes in the absence of portfolio insurance?
Barlevy, Gadi; Veronesi, Pietro - 1999
Persistent link: https://www.econbiz.de/10001352557
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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000903341
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Estimation with Flexible Probabilities : Identifying Rand Hedges, Finding Diversifiers, Enhancing Style Analysis
Flint, Emlyn James - 2019
At its core, portfolio and risk management is about gathering and processing market-related data in order to make effective investment decisions. To this end, risk and return statistics are estimated from relevant financial data and used as inputs within the investment process. It is this...
Persistent link: https://www.econbiz.de/10012893987