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1
Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Saved in:
2
Hedging
international foreign exchange risks via option based portfolio insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
3
Optimal Portfolio Choices, House Risk
Hedging
and the Pricing of Forward House Transactions
Fan, Gang-Zhi
-
2012
' and buyers' heterogeneity, but to their demand for
hedging
against house price risk. When the imperfections of real estate …
Persistent link: https://www.econbiz.de/10013104815
Saved in:
4
Optimal Portfolio Choices, House Risk
Hedging
and the Pricing of Forward House Transactions
Fan, Gang-Zhi
-
2010
' and buyers' heterogeneity, but to their demand for
hedging
against house price risk. When the imperfections of real estate …
Persistent link: https://www.econbiz.de/10013150673
Saved in:
5
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
6
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481715
Saved in:
7
Affine pricing and
hedging
of collateralized debt obligations
Eksia, Zehra
;
Filipović, Damir
-
2020
Persistent link: https://www.econbiz.de/10012419633
Saved in:
8
Analyzing specification errors in models for future risk premia with
hedging
pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
9
Equilibrium models for derivatives markets with frictions
Zhang, Yuan
-
2018
Mots-clés de l'auteur: Market Structure ; Market Power ; Risk Imbalance ;
Hedging
Pressure ; Option Liquidity ; Risk …
Persistent link: https://www.econbiz.de/10011933412
Saved in:
10
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
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