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Volatility
Hedging
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28
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Anderegg, Benjamin
1
Fonseca, José da
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Goudenège, Ludovic
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Ulmann, Florian Michael Till
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Insurance / Mathematics & economics
Journal of international money and finance
Energy economics
38
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29
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22
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19
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18
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ECONIS (ZBW)
7
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Date (oldest first)
1
The impact of option
hedging
on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
2
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
3
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
Kang, Boda
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011825347
Saved in:
4
Quantile
hedging
on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
5
Pricing and
hedging
GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
6
Cross-
hedging
strategies between CDS spreads and option volatility during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
7
Portfolio performance and the Euro : prospects for new potential EMU members
Haselmann, Rainer
;
Herwartz, Helmut
- In:
Journal of international money and finance
27
(
2008
)
2
,
pp. 314-330
Persistent link: https://www.econbiz.de/10003687539
Saved in:
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