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A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 50 (1995) 3, pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
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A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
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Hedging interest rate risk with options on average interest rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
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Optimal hedge ratios with risk-neutral producers and nonlinear borrowing costs
Brorsen, Wade - In: American journal of agricultural economics 77 (1995) 1, pp. 174-181
Persistent link: https://www.econbiz.de/10001180486
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A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B. - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
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Hedging index options with few assets
Lamberton, Damien - In: Mathematical finance : an international journal of … 3 (1993) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001185138
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Stocks, bonds, options, futures, and portfolio insurance : a rose by any other name ..
Fortune, Peter - In: New England economic review (1995), pp. 25-46
Persistent link: https://www.econbiz.de/10001187457