Derivatives hedging - An easy-to-hedge covariance swap - Swaps that track the covariance of assets can be difficult to hedge because there is no known static replication formula, unlike variance swaps. However, in the case of swaps measuring the covariance between the absolute returns of an equity and a foreign exchange rate, it is possible to hedge the contract using a static hedge in two equity ...

Reassessing North-South relations : the case of North-South preferential trade agreements

Sahakyan, Davit, (2016)

Extension of the corrected barrier approximation by Broadie, Glassermann and Kou

Hörfelt, Per, (2003)

Pricing discrete European barrier options using lattice random walks

Hörfelt, Per, (2003)