Narrow search
Showing 1 - 3 of 3
Cover Image
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias - In: Review of derivatives research 25 (2022) 3, pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Cover Image
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje; Muck, Matthias - In: Review of derivatives research 20 (2017) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
Cover Image
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