Price risk management by using dynamic hedging based on advanced Black-Scholes model

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of financial engineering
1. Verfasser: Lu, Peili (VerfasserIn)
Weitere Verfasser: Shen, Jiaqi (VerfasserIn), Zhao, Liheng (VerfasserIn), Qin, Haoyang (VerfasserIn), Liu, Xunzhi (VerfasserIn), Ye, Zhongxing (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
dynamic hedging > inverse replication > Options > volatility analysis > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Properties of Indian stock market : evidence using strap option strategy 2021 Bangur, P.
Clustering financial time series to generate a new method of factor neutralization : an empirical study 2021 Chen, Yudong
Ripple effects of borrower's default decisions on P2P markets 2021 Lu, Yong
Binomial tree method for option pricing : discrete Carr and Madan formula approach 2021 Muroi, Yoshifumi
Gender diversity in the board and firms performance 2021 Ahmad, Muhammad Ishfaq
Factors affecting the adoption of International Accounting Standards (IAS) : empirical evidence from Bangladesh 2021 Moudud-Ul-Huq, Syed
Influence factors of customer-based brand equity : a study on China mobile phone industry 2021 Guo, Wenqiu
Multivariate Hawkes process model of market participants behavior in the high frequency world 2021 Chakravarty, Sugato
Defaultable sovereign debts with macroeconomic conditions and periodic news 2021 Li, Weiping
Cost of capital and asset characteristic value 2021 Shen, Bill Y.
Informal institution and corporate innovation : from the perspective of social trust 2021 Zhao, Ling
Does local legal environment matter in the online credit market? 2021 Wang, Bo
Calibration of the Heston stochastic local volatility model : a finite volume scheme 2021 Engelmann, Bernd
A comparative performance evaluation of banking industry in Bangladesh : CAMEL rating approach 2021 Ali, Md. Rostam
Impact of COVID-19 pandemic on equity-oriented mutual funds : a preliminary analysis of Indian mutual funds industry 2021 Shanmugam, Velmurugan Palaniappan
Occupation times of Lévy processes 2021 Wu, Lan
Predicting economists : generating scenarios for stress testing future loss reserves 2021 Breeden, Joseph L
A federated interpretable scorecard and its application in credit scoring 2021 Zheng, Fanglan
Is the capital floating from Hong Kong to Mainland China smart? 2021 He, Chengying
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning 2021 Yen, Jerome
Alle Artikel auflisten