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Indirect hedging of foreign currency exposure

Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994

Persistent link: https://www.econbiz.de/10000885071

Exports and indirect hedging of foreign currency risk

Broll, Udo; Eckwert, Bernhard - 1997

Persistent link: https://www.econbiz.de/10000633895

Konsumerwartungen, Konjunktur und Risikomärkte

Broll, Udo; Wahl, Jack E. - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 8, pp. 442-444

Persistent link: https://www.econbiz.de/10003742665

A strategic approach to financial options

Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2006

To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new...

Persistent link: https://www.econbiz.de/10003315148

Banking firm and hedging over the business cycle

Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10003952132

Futures hedging with basis risk and expectation dependence

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: International review of economics : journal of civil economy 62 (2015) 3, pp. 213-221

Persistent link: https://www.econbiz.de/10011391637

Optimal derivative liquidation timing under path-dependent risk penalties

Leung, Tim; Shirai, Yoshihiro - In: Journal of financial engineering 2 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10010528389

Accounting for risk aversion in derivatives purchase timing

Leung, Tim; Ludkovski, Mike - In: Mathematics and financial economics 6 (2012) 4, pp. 363-386

Persistent link: https://www.econbiz.de/10009623554

Risk premia and optimal liquidation of credit derivatives

Leung, Tim; Liu, Peng - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-34

Persistent link: https://www.econbiz.de/10009707094

Pricing derivatives with counterparty risk and collateralization : a fixed point approach

Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539

Persistent link: https://www.econbiz.de/10011436733