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Aggregated, voluntary, and mandatory risk disclosure incentives : evidence from UK FTSE all-share companies
Elshandidy, Tamer; Fraser, Ian; Hussainey, Khaled - In: International review of financial analysis 30 (2013), pp. 320-333
Persistent link: https://www.econbiz.de/10010461547
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First- and second-order Greeks in the Heston model
Chan, Jiun Hong; Joshi, Mark S.; Zhu, Dan - In: Journal of risk 17 (2014/2015) 4, pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
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Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad - In: Journal of risk 18 (2015/2016) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
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Multidimensional quasi-Monte Carlo Malliavin Greeks
Cufaro Petroni, Nicola; Sabino, Piergiacomo - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10010195612
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Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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Dynamic hedging strategies based on changing pricing parameters for compound ratchets
Gaillardetz, Patrice; El Khoury, Samia - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10012196944
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Hedging crash risk in optimal portfolio selection
Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
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Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi; Zhao, Yanlong; Bao, Ying; Peng, Cheng - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013539080