On model selection and its impact on the hedging of financial derivatives
Year of publication: |
2007
|
---|---|
Authors: | Di Graziano, Giuseppe ; Galluccio, Stefano |
Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 353-364
|
Subject: | Hedging | Derivat | Derivative | Theorie | Theory |
-
Does centralisation of FX derivative usage impact firm value?
Jankensgård, Håkan, (2015)
-
Chapter 13 Commodity futures and options
Williams, Jeffrey C., (2001)
-
Cyr, Don J., (2023)
- More ...
-
Dynamic Mis-Specification in Local-Stochastic Volatility Models
Di Graziano, Giuseppe, (2009)
-
On Model Selection and its Impact on the Hedging of Financial Derivatives
Galluccio, Stefano, (2007)
-
A Dynamic Approach to the Modeling of Correlation Credit Derivatives Using Markov Chains
Rogers, L. C. G., (2010)
- More ...