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There are 10705 results for: content related to: Static Hedging of Exotic Options

  1. Risk Management Using Quasi–static Hedging

    Economic Notes

    Volume 31, Issue 2, July 2002, Pages: 277–336, Steve Allen and Otello Padovani

    Article first published online : 2 DEC 2003, DOI: 10.1111/1468-0300.00088

  2. PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS

    Mathematical Finance

    Volume 19, Issue 4, October 2009, Pages: 523–560, Peter Carr and Roger Lee

    Article first published online : 20 OCT 2009, DOI: 10.1111/j.1467-9965.2009.00379.x

  3. Arbitrage Bounds

    Standard Article

    Encyclopedia of Quantitative Finance

    Alexander Cox

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf05010

  4. HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET

    Mathematical Finance

    Volume 20, Issue 4, October 2010, Pages: 617–646, Wing Yan Yip, David Stephens and Sofia Olhede

    Article first published online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00414.x

  5. An examination of the effectiveness of static hedging in the presence of stochastic volatility

    Journal of Futures Markets

    Volume 23, Issue 9, September 2003, Pages: 859–890, Jason Fink

    Article first published online : 21 JUL 2003, DOI: 10.1002/fut.10089

  6. An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options

    Financial Management

    Volume 38, Issue 4, Winter 2009, Pages: 889–914, Yunbi An and Wulin Suo

    Article first published online : 25 NOV 2009, DOI: 10.1111/j.1755-053X.2009.01060.x

  7. Exotic Options

    Financial Derivatives: Pricing and Risk Management

    Robert W. Kolb, James A. Overdahl, Pages: 143–155, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266403.ch11

  8. Model Risk – Calibration, Pricing and Hedging

    Financial Modelling: Theory, Implementation and Practice (with Matlab source)

    Jörg Kienitz, Daniel Wetterau, Pages: 507–550, 2013

    Published Online : 30 AUG 2013, DOI: 10.1002/9781118818565.ch10

  9. An introduction to exotic options

    European Financial Management

    Volume 1, Issue 1, March 1995, Pages: 87–95, Peter G. Zhang

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1468-036X.1995.tb00008.x

  10. Foreign Exchange Options

    Standard Article

    Encyclopedia of Quantitative Finance

    Markus Cekan, Armin Wendel and Uwe Wystup

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf06002

  11. Options on Prices and Hedge-Based Valuation

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 119–154, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.ch5

  12. Barrier and Binary Currency Options

    Options on Foreign Exchange, Third Edition

    David F. DeRosa, Pages: 183–206, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266953.ch8

  13. An efficient approximation method for American exotic options

    Journal of Futures Markets

    Volume 27, Issue 1, January 2007, Pages: 29–59, Geunhyuk Chang, Jangkoo Kang, Hwa-Sung Kim and In Joon Kim

    Article first published online : 10 NOV 2006, DOI: 10.1002/fut.20230

  14. A modified static hedging method for continuous barrier options

    Journal of Futures Markets

    Volume 30, Issue 12, December 2010, Pages: 1150–1166, San-Lin Chung, Pai-Ta Shih and Wei-Che Tsai

    Article first published online : 2 FEB 2010, DOI: 10.1002/fut.20451

  15. Volatility Modeling

    Handbook of Financial Risk Management: Simulations and Case Studies

    N.H. Chan, H.Y. Wong, Pages: 121–175, 2013

    Published Online : 21 JUN 2013, DOI: 10.1002/9781118573570.ch4

  16. Pricing Bounds on Barrier Options

    Journal of Futures Markets

    Volume 34, Issue 12, December 2014, Pages: 1170–1184, Yukihiro Tsuzuki

    Article first published online : 24 SEP 2013, DOI: 10.1002/fut.21641

  17. Use a Reduced Heston or Reduce the Use of Heston?

    Wilmott Journal

    Volume 2, Issue 4, August 2010, Pages: 171–192, Florence Guillaume and Wim Schoutens

    Article first published online : 23 AUG 2010, DOI: 10.1002/wilj.33

  18. Exotic Option Pricing

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: 119–134, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.ch9

  19. Lévy betas: Static hedging with index futures

    Journal of Futures Markets

    Volume 32, Issue 11, November 2012, Pages: 1034–1059, Hoi Ying Wong, Edwin Kwan Hung Cheung and Shiu Fung Wong

    Article first published online : 16 SEP 2011, DOI: 10.1002/fut.20548

  20. Introduction to Foreign Exchange Option

    Chapter

    Handbook of Finance

    Shani Shamah

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001070