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Xuan Vinh Vo
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328
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155
Finance and stochastics
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129
Energy economics
128
Finance research letters
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ECONIS (ZBW)
5,850
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1
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1
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
2
Optional defaultable markets
Abdelghani, Mohamed N.
;
Melʹnikov, Aleksandr V.
- In:
Risks : open access journal
5
(
2017
)
4
,
pp. 1-21
on modeling of defaultable markets, pricing and
hedging
of defaultable claims and results on the probability of default …
Persistent link: https://www.econbiz.de/10011783347
Saved in:
3
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
4
Capturing the risk premium of commodity futures : the role of
hedging
pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
5
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
6
Cross-
hedging
strategies between CDS spreads and option volatility during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
7
Commodities momentum : a behavioral perspective
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
72
(
2016
),
pp. 133-150
Persistent link: https://www.econbiz.de/10011635502
Saved in:
8
The information content of the term structure of risk-neutral skewness
Borochin, Paul
;
Chang, Hao
;
Wu, Yangru
- In:
Journal of empirical finance
58
(
2020
),
pp. 247-274
Persistent link: https://www.econbiz.de/10012430679
Saved in:
9
Hedging
long-term liabilities
Quaedvlieg, Rogier
;
Schotman, Peter C.
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 505-538
Persistent link: https://www.econbiz.de/10013349137
Saved in:
10
Testing the
martingale
hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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