Results 61 to 70 of about 143,725 (277)
Long Combo strategy using barrier options and its application in hedging against a price drop [PDF]
Acta Montanistica Slovaca, 2012 This paper presents hedging analysis against an underlying price drop by Long Combo strategy using barrier options. Applicationof hedging results in SPDR Gold Shares is performed as well.
Vincent Šoltés, Martina Rusnáková
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
Advanced Intelligent Systems, EarlyView.This study provides an introduction to Bayesian optimisation targeted for experimentalists. It explains core concepts, surrogate modelling, and acquisition strategies, and addresses common real‐world challenges such as noise, constraints, mixed variables, scalability, and automation.
Chuan He +2 more
wiley +1 more source
American Journal of Agricultural Economics, EarlyView.Abstract Crop insurance is undoubtedly an extremely valuable element in protecting agricultural businesses, but in many cases standard indemnity‐based products have had very low uptake due to high transaction costs elevating premiums to unaffordable levels.
Amogh Prakasha Kumar +2 more
wiley +1 more source
CONSIDERATIONS ON THE ROLE OF HEDGING IN RISK MANAGEMENT [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria EconomieHedging is a critical technique in the management of financial risks, employed to diminish or neutralize the adverse effects of price movements on assets or financial instruments.
ELENA-CARMEN NICULA FULGA
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Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments [PDF]
This paper proposes a new hedging scheme of European derivatives under uncertain volatility environments, in which a weighted variance swap called the polynomial variance swap is added to the Black-Scholes delta hedging for managing exposure to ...
Akihiko Takahashi +2 more
core +3 more sources
Annals of Neurology, EarlyView.Objective Heightened sensitivity to noxious stimulation is a hallmark of chronic pain. Emerging evidence suggests heightened unpleasantness to non‐noxious (eg, auditory) aversive stimulation also characterizes chronic pain, but its magnitude, neural mechanisms, and treatment modifiability remain unknown.
Alina E. C. Panzel +4 more
wiley +1 more source
The Anatomical Record, EarlyView.Abstract Despite documented ecomorphological shifts toward an herbivorous diet in several coelurosaurian lineages, the evolutionary tempo and mode of these changes remain poorly understood, hampered by sparse cranial materials for early representatives of major clades. This is particularly true for Therizinosauria, with representative crania best known
William J. Freimuth, Lindsay E. Zanno
wiley +1 more source
The Anatomical Record, EarlyView.Abstract Muscle architecture is a major determinant of muscle performance and, in mammalian lineages, has been correlated with both feeding ecology and locomotor behaviors. Over the past decade, contrast‐enhanced micro‐CT (DiceCT) has emerged as an alternative to traditional dissection‐based measurement.
Aleksandra Ratkiewicz +5 more
wiley +1 more source
Dynamic hedging of 50ETF options using Proximal Policy Optimization
Journal of Automation and IntelligenceThis paper employs the PPO (Proximal Policy Optimization) algorithm to study the risk hedging problem of the Shanghai Stock Exchange (SSE) 50ETF options.
Lei Liu, Mengmeng Hao, Jinde Cao
doaj +1 more source