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~subject:"Hedging"
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Computational economics
The journal of futures markets
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Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
2
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
3
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
4
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
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