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1
Time
-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
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2
Pricing and hedging in stochastic
volatility
regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
3
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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4
Dynamic
derivative
-based investment strategy for mean-variance asset-liability management with stochastic
volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
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5
Hedging
derivative
securities with
volatility
futures
Yap, Nelson
;
Lim, Kian-Guan
;
Zhao, Yibao
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10011742311
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6
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
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8
Do price jumps matter in
volatility
forecasts of US treasury futures?
Zhang, Xueer
;
Hung, Jui-Cheng
;
Chiu, Chien-Liang
- In:
The journal of futures markets
45
(
2025
)
4
,
pp. 326-342
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9
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
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10
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
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