Search Results - subject:"Static hedging"

Bossu, Sébastien; Crépey, Stéphane; Nguyen, Hoang-Dung - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 682-707

Persistent link: https://www.econbiz.de/10015460604

Kallestrup-Lamb, Malene; Laursen, Nicolai Søgaard - In: Insurance : mathematics and economics 114 (2024), pp. 242-251

Persistent link: https://www.econbiz.de/10015049396

Papayiannis, Georgios I. - In: Operational research : an international journal 25 (2025) 4, pp. 1-33

Persistent link: https://www.econbiz.de/10015593341

Lee, Hangsuck; Choi, Yang Ho; Lee, Gaeun - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013449307

Xu, Huansang; Liu, Ruyi; Rutkowski, Marek - In: Quantitative finance 24 (2024) 12, pp. 1773-1797

Persistent link: https://www.econbiz.de/10015196970

Lee, Hangsuck; Ko, Bangwon; Lee, Minha - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473264

Chen, Yi-Ling; Luo, Hong-Yu; Tsai, Wei-Che; Zhang, Hang - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 29-58

This research applies a static hedging portfolio method derived from Derman, Ergener, and Kani (1995) (henceforth …

Persistent link: https://www.econbiz.de/10013206994

Deelstra, Griselda; Grzelak, Lech A.; Wolf, Felix Lukas - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-35

Persistent link: https://www.econbiz.de/10014235062

Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 21 (2021) 2, pp. 281-294

Persistent link: https://www.econbiz.de/10012424590

Bayraktar, Erhan; Zhang, Yuchong; Zhou, Zhou - In: Risks : open access journal 2 (2014) 4, pp. 425-433

context of model uncertainty can be extended to the case in which the options available for static hedging (hedging options …

Persistent link: https://www.econbiz.de/10010489073

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