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Do index funds speculate on agricultural futures markets? Explanatory notes on the business model and the additional need for research

Prehn, Sören; Glauben, Thomas; Pies, Ingo; Will, … - Leibniz-Institut für Agrarentwicklung in … - 2013

Huge number of transactions of index funds on agricultural futures markets have been criticized by the media and many … prices. Therefore, trade restrictions by position or price limits may significantly harm the functioning of futures markets … and will likely not solve the problem of volatile futures and cash market prices. …

Persistent link: https://www.econbiz.de/10010980669

Do index funds speculate on agricultural futures markets? Explanatory notes on the business model and the additional need for research

Prehn, Sören; Glauben, Thomas; Pies, Ingo; Will, … - 2013

Persistent link: https://www.econbiz.de/10010331328

An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures

Weng, Chengfeng; Wang, Xiaoqun; He, Zhijian - In: European journal of operational research : EJOR 254 (2016) 1, pp. 304-311

Persistent link: https://www.econbiz.de/10011503307

Modeling and pricing of space weather derivatives

Lemmerer, Birgit; Unger, Stephan - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 4, pp. 265-291

Persistent link: https://www.econbiz.de/10012125348

Volatility and volatility-linked derivatives : estimation,modeling, and pricing

Alòs, Elisa; Mancino, Maria Elvira; Wang, Tai-Ho - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 321-349

Persistent link: https://www.econbiz.de/10012127219

Essays on derivatives pricing in incomplete markets

Gerer, Johannes - 2016

Persistent link: https://www.econbiz.de/10012128861

Wavelet-based option pricing : an empirical study

Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1132-1142

Persistent link: https://www.econbiz.de/10011942861

A dynamic programming approach for pricing weather derivatives under issuer default risk

Härdle, Wolfgang; Osipenko, Maria - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-18

risk can transfer it to financial markets via weather derivatives. We develop a utility-based model for pricing baskets of …

Persistent link: https://www.econbiz.de/10011760235

Freight derivatives pricing for decoupled mean-reverting diffusion and jumps

Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, … - In: Transportation research / E : an international journal 108 (2017), pp. 80-96

Persistent link: https://www.econbiz.de/10011781992

Fourier-Cosine method for pricing and hedging insurance derivatives

Goudenège, Ludovic; Molent, Andrea; Wei, Xiao; … - In: Theoretical economics letters 8 (2018) 3, pp. 282-291

Persistent link: https://www.econbiz.de/10011822600