Results 141 to 149 of about 1,485,456 (149)

An evaluation of the perfect regression method: an application to empirical hedging

Communications in Statistics Part B: Simulation and Computation
Ricardo Lalloo
exaly  

Mean-Variance Hedging of Options on Stocks with Markov Volatilities

Theory of Probability and Its Applications, 1995
W J Runggaldier, Yu M Kabanov, G B di Masi   +2 more
exaly  

Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?

Management Science, 2015
Yudong Wang, Chongfeng Wu
exaly  

DISCRETE TIME HEDGING OF THE AMERICAN OPTION

Mathematical Finance, 2010
exaly  

Perfect option hedging and the hedge ratio

Economics Letters, 1989
exaly   +2 more sources

Quantile hedging for guaranteed minimum death benefits

Insurance: Mathematics and Economics, 2009
exaly  

Mean-Variance Hedging with Uncertain Trade Execution

Applied Mathematical Finance, 2009
exaly  

Risk measure pricing and hedging in incomplete markets

Annals of Finance, 2005
exaly  

Risk Perfect Hedging Using the Delta Equivalent Technique

2012
exaly