Results 131 to 140 of about 1,485,456 (149)

Optimal Hedging Under Fast-Varying Stochastic Volatility

SIAM Journal on Financial Mathematics, 2020
Josselin Garnier, Knut Sølna
exaly  

PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME

Mathematical Finance, 2011
Yan Dolinsky, Yuri Kifer
exaly  

Arbitrage-Free Pricing, Perfect Hedging and Superhedging

Diabetes Therapy, 2013
Łukasz Delong
exaly  

Implementation of lossy FTRs for perfect risk hedging under the marginal loss pricing

IET Generation, Transmission and Distribution, 2017
Vaskar Sarkar, Shri Ram Vaishya
exaly  

Option pricing and perfect hedging on correlated stocks

Physica A: Statistical Mechanics and Its Applications, 2003
Josep Perelló, Jaume Masoliver
exaly  

Hedging Under an Expected Loss Constraint with Small Transaction Costs

SIAM Journal on Financial Mathematics, 2016
Halil Mete Soner, Bruno Bouchard
exaly  

Hedging with risk for game options in discrete time

Stochastics, 2007
Yan Dolinsky, Yuri Kifer
exaly  

Is corporate hedging always beneficial? A theoretical and empirical analysis

European Journal of Finance, 2020
Yılmaz Güney, Richard Fairchild
exaly  

The determinants of foreign exchange hedging in Alternative Investment Market firms

European Journal of Finance, 2013
Helena Pinto
exaly  

Perfect option hedging for a large trader

Finance and Stochastics, 1998
Rüdiger Frey
exaly