Similar Search Results

Finanzmathematik in der Bankpraxis : vom Zins zur Option

Heidorn, Thomas - 2009 - 6., überarb. und erw. Aufl.

Persistent link: https://www.econbiz.de/10003790962

Default swaps and hedging credit baskets

Schmidt, Wolfgang M. - 2007

Persistent link: https://www.econbiz.de/10003644348

Gauging demand for cryptocurrency over the economic policy uncertainty and stock market volatility

Chowdhury, Emon Kalyan; Abdullah, Mohammad Nayeem - In: Computational economics 64 (2024) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10015078001

Deep learning for quadratic hedging in incomplete jump market

Agram, Nacira; Øksendal, Bernt K.; Rems, Jan - In: Digital finance : smart data analytics, investment … 6 (2024) 3, pp. 463-499

Persistent link: https://www.econbiz.de/10015078228

Hedging and the regret theory of the competitive firm

Broll, Udo; Welzel, Peter; Wong, Kit Pong - 2019

This paper examines the production and hedging decisions of the competitive firm under price uncertainty when the firm … difference between the actual profit and the maximum profit attained by making the optimal production and hedging decisions had … aversion, the prevalence of hedging opportunities may have perverse effect on the firm's optimal output level, particularly …

Persistent link: https://www.econbiz.de/10012112834