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A remark on static hedging of...
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The journal of futures markets
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The review of financial studies
73
The journal of finance : the journal of the American Finance Association
57
Journal of financial and quantitative analysis : JFQA
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Working paper / National Bureau of Economic Research, Inc.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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American journal of agricultural economics
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Advances in futures and options research : a research annual
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International review of economics & finance : IREF
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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International review of financial analysis
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Journal of multinational financial management
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The journal of business : B
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Review of quantitative finance and accounting
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Energy economics
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance and economics discussion series
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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Journal of economics and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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Other ZBW resources
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Demand-based option pricing
Garleanu, Nicolae
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contributor
); …
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2005
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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
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pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
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2008
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Demand-based option pricing
Garleanu, Nicolae
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Pedersen, Lasse Heje
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Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
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pp. 4259-4299
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Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
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6
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
-
2005
Persistent link: https://www.econbiz.de/10003240184
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7
Demand-based option pricing
Garleanu, Nicolae B.
;
Pedersen, Lasse Heje
;
Poteshman, …
-
2006
Persistent link: https://www.econbiz.de/10003294309
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8
Model risk and option
hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
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pp. 659-677
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Optionen, Futures und andere Derivative
Hull, John
-
2001
-
4. Aufl.
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Fundamentals of futures and options markets
Hull, John
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2001
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4. ed
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