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Diversifying internationally: disentangling hedging, valuation and capital cost effects

Blenman, Lloyd P. - In: Journal of multinational financial management 14 (2004) 2, pp. 97-103

Persistent link: https://www.econbiz.de/10001889161

Non-reversed trades : further implications for currency trading

Blenman, Lloyd P. - In: International review of economics & finance : IREF 9 (2000) 3, pp. 243-255

Persistent link: https://www.econbiz.de/10001525746

Special issue: Diversifying internationally

Blenman, Lloyd P. (contributor) - 2004

Persistent link: https://www.econbiz.de/10001889172

Pricing and hedging bond power exchange options in a stochastic string term-structure model

Blenman, Lloyd P.; Bueno-Guerrero, Alberto; Clark, Steven P. - In: Risks : open access journal 10 (2022) 10, pp. 1-17

We study power exchange options written on zero-coupon bonds under a stochastic string term-structure framework. Closed-form expressions for pricing and hedging bond power exchange options are obtained and, as particular cases, the corresponding expressions for call power options and constant...

Persistent link: https://www.econbiz.de/10013555525

Special issue: Hedging, speculating and risk diversification in international markets/ guest ed.: Lloyd P. Blenman

Blenman, Lloyd P. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003765789