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Hedging with Monte Carlo simul...
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1
Computation of
hedging
coefficients for mortgage default and prepayment options : Malliavin calculus approach
Yilmaz, Bilgi
;
Selcuk-Kestel, A. Sevtap
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 673-697
Persistent link: https://www.econbiz.de/10012385119
Saved in:
2
Hedging
foreign exchange risk exposure by importer companies
Hasan, Kazi Rashedul
- In:
International journal of economics, finance and …
3
(
2015
)
5
,
pp. 435-440
Persistent link: https://www.econbiz.de/10011506307
Saved in:
3
Optimizing
hedging
effectiveness of indian agricultural commodity futures : a simulation approach
Mansabdar, Sanjay
;
Yaganti, Hussain C.
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10014251541
Saved in:
4
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
5
Multiperiod optimal
hedging
ratios : methodological aspects and application to a wheat market
Stefani, Gianluca
;
Tiberti, Marco
- In:
European review of agricultural economics : ERAE
43
(
2016
)
3
,
pp. 503-532
Persistent link: https://www.econbiz.de/10011635589
Saved in:
6
Variance Gamma model in
hedging
vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
7
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
8
Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W
;
Wei, Jianguo
- In:
Romanian journal of economic forecasting
23
(
2020
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
Saved in:
9
On the profit and loss distribution of dynamic
hedging
strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
10
Efficient computation of
hedging
portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
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