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Market making and risk management in options markets
Boyd, Naomi E. - In: Review of derivatives research 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés; Población, Javier; Serna, … - In: Review of derivatives research 18 (2015) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun - In: Review of derivatives research 24 (2021) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
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A model-free approach to multivariate option pricing
Bernard, Carole; Bondarenko, Oleg; Vanduffel, Steven - In: Review of derivatives research 24 (2021) 2, pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
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Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming; Tang, Dan; Wang, Xingchun - In: Review of derivatives research 26 (2023) 1, pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
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Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun; Zhao, Yang; Nan, Jiangxia - In: Review of derivatives research 25 (2022) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10013191386