Narrow search
Showing 1 - 4 of 4
Cover Image
The implied Sharpe ratio
Agarwal, Ankush; Lorig, Matthew - In: Quantitative finance 20 (2020) 6, pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Cover Image
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten; Ewald, Christian-Oliver - In: Quantitative finance 13 (2013) 6, pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
Cover Image
On the impact of feeding cost risk in aquaculture valuation and decision making
Ewald, Christian; Kamm, Kevin - In: Quantitative finance 24 (2024) 9, pp. 1341-1352
Persistent link: https://www.econbiz.de/10015196927
Cover Image
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian; Wu, Yuexiang; Zhang, Aihua - In: Quantitative finance 23 (2023) 4, pp. 677-692
Persistent link: https://www.econbiz.de/10014304306