Narrow search
Showing 1 - 6 of 6
Cover Image
Convexity meets replication : hedging of swap derivatives and annuity options
Zheng, Wendong; Kwok, Yue-Kuen - In: The journal of futures markets 31 (2011) 7, pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Cover Image
Anatomy of option features in convertible bonds
Lau, Ka Wo; Kwok, Yue-Kuen - In: The journal of futures markets 24 (2004) 6, pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
Cover Image
Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Cover Image
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald - In: The journal of futures markets 32 (2012) 4, pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Cover Image
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Cover Image
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 3, pp. 308-311
Persistent link: https://www.econbiz.de/10003699396