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An explicit option-based strategy that outperforms dollar cost averaging

Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10009624518

Pricing portfolios of contracts on cumulative temperature with risk premium determination

Stojanovic, Srdjan; Göncü, Ahmet - In: Risk and decision analysis 5 (2014) 1, pp. 75-98

Persistent link: https://www.econbiz.de/10010492577

Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method

Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742

Persistent link: https://www.econbiz.de/10012307394

Computational finance

Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

of numerical methods for pricing, hedging, and risk management of financial instruments. …

Persistent link: https://www.econbiz.de/10012309311

Gold price risk management through Nova 3 option strategy created by barrier options

Šoltés, Michal; Harčariková, Monika - In: Investment management and financial innovations 13 (2016) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10011630674

An unhedgeable Black-Scholes-Merton implicit option?

Pereira, Alfredo M.; Tarter, M. Sean - In: Risks : open access journal 10 (2022) 7, pp. 1-12

In this paper, we focus on an implicit assumption in the BSM framework that limits the scope of market network connections to seeking gains in the currency basis, i.e., on trading strategies between the numeraire and the stock and between the numeraire and the option, separately. We relax this...

Persistent link: https://www.econbiz.de/10013364966