Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
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Dielectric and ferroelectric properties of dysprosium doped BaBi4Ti4O15 layered ceramics
Next MaterialsThe Aurivillus phase ferroelectric ceramic material BaBi4Ti4O15 (BBT) is considered as an attractive material for ferroelectric and piezoelectric applications because of its high transition temperature, high thermal stability and high dielectric constant.
Triloki Rana, J.P. Sharma
doaj +1 more source
Mergers and Acquisitions and Brexit: A Natural Experiment
International Journal of Finance &Economics, EarlyView.ABSTRACT We study the impact of Brexit uncertainty on one of the most important forms of corporate investment: mergers and acquisitions (M&As). Brexit provides us with an ideal natural experiment to explore the real effects of economic uncertainty and understand the underlying transmission mechanism. We document a significant decline in the number of M&
Di Luo +3 more
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Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Research and development of high temperature resistant polymeric film forming material final summary report, 1 mar. 1961 - 17 apr. 1962 [PDF]
Preparation of poly-organometallosiloxane polymers from reactions between bis-dialkylamino metal derivatives and ...
Davis, F. C. +2 more
core +1 more source
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
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InfoMat, EarlyView.Lead‐free inorganic halide perovskites enable resistive switching synaptic devices capable of mimicking biological learning and multimodal information processing, offering a promising platform for next‐generation neuromorphic computing and artificial intelligence hardware. Abstract Inorganic halide perovskites (IHPs) have emerged as promising materials
Subhasish Chanda +7 more
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Environmental Impact of Silicic Magmatism in Large Igneous Province Events
Geophysical Monograph Series, Page 133-151., 2021 Exploring the links between Large Igneous Provinces and dramatic environmental impact
An emerging consensus suggests that Large Igneous Provinces (LIPs) and Silicic LIPs (SLIPs) are a significant driver of dramatic global environmental and biological changes, including mass extinctions.
Scott E. Bryan
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Impacts of U.S. tariffs on electric vehicle imports from China
Journal of the Agricultural and Applied Economics Association, EarlyView.Abstract In May 2024, the United States announced a steep increase in tariffs on electric vehicles (EVs) imported from China. This paper evaluates the short‐run impacts of that policy on trade flows and investor expectations. We find that imports of Chinese EVs declined sharply following the announcement.
Nelton Raul +2 more
wiley +1 more source
Turmeric and curcumin: From traditional medicine to modern therapeutic applications
JSFA reports, EarlyView.Abstract Turmeric (Curcuma longa), a medicinal plant, has maintained its cultural and therapeutic significance over centuries in Ayurveda, Unani, and Traditional Chinese Medicine. However, novel formulations and delivery methods are being developed to address these challenges.
Azma Nadeem +7 more
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