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Adoption of milk and feed forward pricing methods by dairy farmers

Wolf, Christopher; Olynk, Nicole J. - In: Journal of agricultural and applied economics 46 (2014) 4, pp. 527-541

Persistent link: https://www.econbiz.de/10011639865

Profit margin hedging in the New Zealand dairy farming industry

Fernandez-Perez, Adrian; Frijns, Bart; Gafiatullina, Ilnara - In: Journal of commodity markets 26 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013451090

Computational finance

Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

of numerical methods for pricing, hedging, and risk management of financial instruments. …

Persistent link: https://www.econbiz.de/10012309311

An Efficient Rare Event Simulation-Based Methodology for Pricing and Risk Management of Financial Derivatives

Clark, Ephraim; Kontosakos, Vasileios; Mitra, Sovan; … - 2022

and accurate simulation due to fundamental issues in small probability estimations. In this paper, we propose a simulation …-based methodology for financial applications that require rare event estimations. We present three key applications: barrier options …

Persistent link: https://www.econbiz.de/10013406014

Hedging efficiency in the Greek options market before and after the financial crisis of 2008

Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18

Persistent link: https://www.econbiz.de/10009728527

Price risk management by using dynamic hedging based on advanced Black-Scholes model

Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012602709

Operational risk of option hedging

Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203

Persistent link: https://www.econbiz.de/10010191991

Risk management and financial derivatives : an overview

Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115

Persistent link: https://www.econbiz.de/10009777841

The rise and fall of S&P500 variance futures

Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167

Persistent link: https://www.econbiz.de/10009779314

A bivariate lattice model to compute risk measures in life insurance policies

Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139

Persistent link: https://www.econbiz.de/10012486033

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