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Hedging and Pricing in Imperfe...
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141
Feasibility of riskless hedged portfolios in imperfect markets
Hsu, Hsinan
;
Wang, Yaw-Bin
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1149-1153
Persistent link: https://www.econbiz.de/10003886674
Saved in:
142
Weather derivatives : corporate
hedging
and valuation
Yang, Chuanhou
-
2003
Persistent link: https://www.econbiz.de/10003379206
Saved in:
143
Hedging
by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
144
Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 441-458
Persistent link: https://www.econbiz.de/10008904358
Saved in:
145
Market completeness : how options affect
hedging
and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
- In:
Energy economics
32
(
2010
)
4
,
pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Saved in:
146
Pricing the option to surrender in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico De
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
Saved in:
147
Optimal
hedging
strategies on asymmetric functions
Arai, Takuji
- In:
Advances in mathematical economics
11
(
2008
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003687446
Saved in:
148
Optimal continuous-time
hedging
with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Saved in:
149
Quadratic
hedging
for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Saved in:
150
Cross
hedging
within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
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