Results 41 to 50 of about 3,253,312 (300)
Model-independent hedging strategies for variance swaps [PDF]
Finance and Stochastics, 2012 A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monitored variance swap written on an asset with continuous paths it is well known that the variance swap payoff can be replicated exactly using a portfolio of puts and ...
David Hobson, Martin Klimmek
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Advanced Science, EarlyView.In this work, we present a bile‐based memristor hardware framework that enables direct, label‐free identification of cholelithiasis and gallbladder cancer at the device level. The Ag/bile/FTO memristor features stable resistive switching and disease‐specific electrical responses, providing a conceptual foundation for circuits and an integrated ERCP ...
Junming Zhu +17 more
wiley +1 more source
The Short Call Ladder strategy and its application in trading and hedging [PDF]
Acta Montanistica Slovaca, 2010 The paper presents a new approach to the formation of Short Call Ladder (SCL) strategy based on the functions of profit. Anoptimal algorithm for the use of this strategy in trading is introduced as well.
Marcel Rešovský +2 more
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Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Discrete Dynamics in Nature and Society, 2019 Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a ...
Meng Li, Xuefeng Wang, Fangfang Sun
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Mathematics, 2023 This paper examines the dynamic relationships and the volatility spillover effects among crude oil, gold, and Chinese electricity companies’ stock prices, from 2 December 2008 to 25 July 2022. By estimating the dynamic conditional correlation (DCC) model,
Guannan Wang, Juan Meng, Bin Mo
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Optimal Discretization of Hedging Strategies with Directional Views [PDF]
SIAM Journal on Financial Mathematics, 2016 We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him to keep the discretization error small while taking advantage of market trends.
Cai, Jiatu +3 more
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Farmers' Preferences for Gene Editing Crops and Influencing Factors
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Gene editing (GE) is gaining momentum worldwide, but limited data on UK farmers' preferences hinders our understanding of its potential impact amid deregulation debates. Based on a survey of 200 English arable farmers, we employ a Latent Class Analysis and Multinomial Logit regressions to investigate current preferences for GE crops.
Bertolozzi‐Caredio Daniele +1 more
wiley +1 more source
HEDGING AS A BUSINESS RISK PROTECTION INSTRUMENT
Ekonomski Vjesnik, 2015 This paper deals with hedging which is one of the trading techniques in the futures markets and with the role of hedging as a protecting strategy. Indirectly, hedging affects the competitiveness of a company by reducing overall operating expenses and ...
Ivo Šperanda, Zoran Tršinski
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Ex‐Ante Assessment of Farm Resilience to Institutional Shocks: A Modeling Approach
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Using the agent‐based model SWISSland, we simulate farm‐level responses and interactions under two institutional shocks: tariff reductions and direct payment reductions. Using a framework we developed, we assess resilience capacities, resilience attributes, and the provision of private and public goods, following the shock.
Nadja El Benni, Gabriele Mack
wiley +1 more source
ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES [PDF]
International Journal of Theoretical and Applied Finance, 1999 Hedging a derivative security with non-risk-neutral number of shares leads to portfolio profit or loss. Unlike in the Black–Scholes world, the net present value of all future cash flows till maturity is no longer deterministic, and basis risk may be present at any time.
Esipov, Sergei, Vaysburd, Igor
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