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A remark on static hedging of...
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41
Option pricing bounds and statistical uncertainty : using econometrics to find an exit strategy in derivatives trading
Mykland, Per A.
-
2010
Persistent link: https://www.econbiz.de/10003900766
Saved in:
42
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
Saved in:
43
Robust static
hedging
of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
44
Discrete time
hedging
of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
45
A modified static
hedging
method for continuous barrier options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10008901292
Saved in:
46
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
47
Fundamentals of futures and options markets
Hull, John
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2011
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7. ed., global ed.
Persistent link: https://www.econbiz.de/10003959819
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48
Options, futures, and other derivatives
Hull, John
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2009
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Persistent link: https://www.econbiz.de/10003607662
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Volatility options :
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effectiveness, pricing, and model error
Psychoyios, Dimitris
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- In:
The journal of futures markets
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2006
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Persistent link: https://www.econbiz.de/10003303866
Saved in:
50
A closed form approach to the valuation and
hedging
of basket and spread options
Borovkova, Svetlana
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Permana, Ferry J.
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Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
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Persistent link: https://www.econbiz.de/10003498942
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