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Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan; Baaquie, Belal E.; Du, Xin; Zhang, Ying - In: Applied economics 48 (2016) 10/12, pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex; Ruddock, Ralph - In: Applied economics 55 (2023) 18, pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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The planting real option in cash rent valuation
Du, Xiaodong; Hennessy, David A. - In: Applied economics 44 (2012) 4/6, pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ben-Abdallah, Ramzi; Breton, Michèle - In: Applied economics 49 (2017) 60, pp. 5992-6002
Persistent link: https://www.econbiz.de/10011845891
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Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
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Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.; Vuillermet, N. - In: Applied economics 48 (2016) 1/3, pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
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Hedging effectiveness of fertilizer swaps
Maples, William E.; Brorsen, Wade; Etienne, Xiaoli Liao - In: Applied economics 51 (2019) 53, pp. 5793-5801
Persistent link: https://www.econbiz.de/10012197280
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Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild; Allen, William A. - In: Applied economics 53 (2021) 10, pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
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The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.; Curtis, John A. - In: Applied economics 48 (2016) 1/3, pp. 133-151
Persistent link: https://www.econbiz.de/10011412612