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Delta Hedging in Financial Eng...
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71
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
72
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
- In:
Journal of banking & finance
47
(
2014
),
pp. 296-308
Persistent link: https://www.econbiz.de/10010506952
Saved in:
73
An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas
;
Fassas, Athanasios P.
- In:
Journal of risk & control
1
(
2014
)
1
,
pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
Saved in:
74
Optimality of payoffs in Lévy models
Hammerstein, Ernst August v.
;
Lütkebohmert, Eva
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-46
Persistent link: https://www.econbiz.de/10010438495
Saved in:
75
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
76
Delta-hedging longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
77
The application of structural electricity models for dynamic hedging
Harms, Cord
;
Kiesel, Rüdiger
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10011999422
Saved in:
78
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
79
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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80
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
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