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Does operational and financial hedging reduce exposure? : evidence from the US airline industry

Treanor, Stephen D.; Simkins, Betty J.; Rogers, Daniel A.; … - In: The financial review : the official publication of the … 49 (2014) 1, pp. 149-172

Persistent link: https://www.econbiz.de/10010257287

Hedging and value in the US airline industry

Carter, David A.; Rogers, Daniel A.; Simkins, Betty J. - In: Corporate risk management, (pp. 299-322). 2008

Persistent link: https://www.econbiz.de/10003660527

Exposure, hedging, and value : new evidence from the US airline industry

Treanor, Stephen D.; Rogers, Daniel A.; Carter, David A.; … - In: International review of financial analysis 34 (2014), pp. 200-211

Persistent link: https://www.econbiz.de/10010529038

Does hedging reduce economic exposure? : hurricanes, jet fuel prices and airlines

Carter, David A.; Rogers, Daniel A.; Simkins, Betty J.; … - In: Handbook of research methods and applications in …, (pp. 341-353). 2013

Persistent link: https://www.econbiz.de/10011897532

Pricings and hedgings of the perpetual Russian options

Li, Weiping; Chen, Su - In: Journal of financial engineering 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010508090

Pricings and Hedgings of the Perpetual Russian Options

Li, Weiping - 2011

In this paper, we study the optimal stopping time and the optimal stopping boundary for the perpetual Russian option under the diffusion process. The general continuation region is characterized by a function b(p; t) depending on both variables t and the maximum value of the stock and initial...

Persistent link: https://www.econbiz.de/10013119399