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Warren Buffett versus Zvi Bodie : should you buy or sell put options?
Koekebakker, Steen; Zakamulin, Valeriy - In: The journal of wealth management : JWM 24 (2021) 2, pp. 65-81
Persistent link: https://www.econbiz.de/10012613516
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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
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A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
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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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Hedging Option Greeks : Risk Management Tool for Portfolio of Futures & Options
Wadhawan, Dikshita - 2019
Options are financial derivatives which are used as risk management tools for hedging the portfolios. The options … trade. Options trading can be taken to the next level with the help of understanding of Greeks and their Hedging techniques …. This knowledge will enhance the existing knowledge in context to the options hedging and will lead to the benefits in …
Persistent link: https://www.econbiz.de/10012860108
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Deep hedging of long-term financial derivatives
Carbonneau, Alexandre - In: Insurance / Mathematics & economics 99 (2021), pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
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Hedging surprises, jumps, and model misspecification : a risk management perspective on hedging S&P 500 options
Kaeck, Andreas - In: Review of finance : journal of the European Finance … 17 (2013) 4, pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
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VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas; Seeger, Norman - In: European journal of operational research : EJOR 283 (2020) 2, pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
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Financial option insurance
Wang, Qi-Wen; Shu, Jian-Jun - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 1, pp. 72-101
Persistent link: https://www.econbiz.de/10011729330
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Unique option pricing measure with neither dynamic hedging nor complete markets
Taleb, Nassim Nicholas - In: European financial management : the journal of the … 21 (2015) 2, pp. 228-235
Persistent link: https://www.econbiz.de/10010516685