Narrow search
Showing 1 - 4 of 4
Cover Image
Delta-gamma-like hedging with transaction cost under reinforcement learning technique
Xu, Wei; Dai, Bing - In: The journal of derivatives : JOD 29 (2022) 5, pp. 60-82
Persistent link: https://www.econbiz.de/10014231076
Cover Image
Price of climate risk hedging under uncertainty
Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012671618
Cover Image
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Cover Image
A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models
Ma, Junmei; Wang, Chen; Xu, Wei - In: European journal of operational research : EJOR 321 (2025) 3, pp. 1021-1035
Persistent link: https://www.econbiz.de/10015409961