Results 271 to 280 of about 463,352 (288)

On the performance of delta hedging strategies in exponential Lévy models

Quantitative Finance, 2013
Johannes Muhle-Karbe, Jan Kallsen
exaly  

Financial derivatives trading and delta hedging: Trgovanje z izvedenimi finančnimi instrumenti ter delta hedging:

2011
Na trgih z izvedenimi finančnimi instrumenti se lahko uporabijo različne strategije za zmanjšanje tveganja. To je posebej pomembno v času finančne krize, ko nastopi potreba po dodatnem nadzoru oz. reguliranju trgovanja s tveganimi instrumenti. V članku je obravnavana dobro znana metoda, imenovana delta hedging, ki se dnevno uporablja na trgih izvedenih
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Delta hedging in discrete time under stochastic interest rate

Journal of Computational and Applied Mathematics, 2014
Stefano Herzel
exaly  

On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models

Japan Journal of Industrial and Applied Mathematics, 2017
Takuji Arai
exaly  

Hedging Strategies in Commodity Markets – Rolling Intrinsic and Delta Hedging for Virtual Power Plants

Applied Mathematical Finance, 2020
exaly  

Comparison of local risk minimization and delta hedging strategy for exponential Lévy models

JSIAM Letters, 2015
Takuji Arai
exaly  

Relationship between deep hedging and delta hedging: Leveraging a statistical arbitrage strategy

Finance Research Letters
Kei Nakagawa, Hiroaki Horikawa
exaly  

An Option Hedge Strategy Using Machine Learning and Dynamic Delta Hedging

Journal of the Korea Academia-Industrial Cooperation Society, 2011
Hyun-Joon Shin
exaly  

Discrete–time delta hedging and the Black–Scholes model with transaction costs

Mathematical Methods of Operations Research, 2006
exaly  

8 Parity Relations and Delta Hedging

1998
Tomas Björk
exaly