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~person:"Kallsen, Jan"
~person:"Lin, Yueh-neng"
~subject:"Volatilität"
~type:"article"
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Volatilität
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13
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Kallsen, Jan
Lin, Yueh-neng
Mensi, Walid
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8
Xuan Vinh Vo
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Journal of economic dynamics & control
3
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1
International review of economics & finance : IREF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
2
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
3
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
4
Consistent modeling of S&P 500 and VIX derivatives
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2302-2319
Persistent link: https://www.econbiz.de/10009008878
Saved in:
5
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
6
Empirical performance of multifactor term structure models for pricing and
hedging
Eurodollar futures options
Kuo, I.-doun
;
Lin, Yueh-neng
- In:
Review of financial economics : RFE
18
(
2009
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10003832528
Saved in:
7
Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
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