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There are 12592 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. 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

  3. 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

  4. 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

  5. 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

  6. A new scheme for static hedging of European derivatives under stochastic volatility models

    Journal of Futures Markets

    Volume 29, Issue 5, May 2009, Pages: 397–413, Akihiko Takahashi and Akira Yamazaki

    Article first published online : 3 MAR 2009, DOI: 10.1002/fut.20367

  7. Arbitrage Bounds

    Standard Article

    Encyclopedia of Quantitative Finance

    Alexander Cox

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

  8. Pricing bounds on barrier options

    Journal of Futures Markets

    Yukihiro Tsuzuki

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

  9. Static Hedging

    Standard Article

    Encyclopedia of Quantitative Finance

    Rolf Poulsen

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf07026

  10. 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

  11. Static hedging and model risk for barrier options

    Journal of Futures Markets

    Volume 26, Issue 5, May 2006, Pages: 449–463, Morten Nalholm and Rolf Poulsen

    Article first published online : 23 MAR 2006, DOI: 10.1002/fut.20199

  12. OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS

    Mathematical Finance

    Volume 16, Issue 2, April 2006, Pages: 359–385, Aytaç İlhan and Ronnie Sircar

    Article first published online : 29 MAR 2006, DOI: 10.1111/j.1467-9965.2006.00275.x

  13. Efficient static replication of European options under exponential Lévy models

    Journal of Futures Markets

    Volume 29, Issue 1, January 2009, Pages: 1–15, Akihiko Takahashi and Akira Yamazaki

    Article first published online : 21 NOV 2008, DOI: 10.1002/fut.20339

  14. 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

  15. EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS

    Mathematical Finance

    Volume 23, Issue 3, July 2013, Pages: 496–530, Rama Cont and Romain Deguest

    Article first published online : 3 FEB 2012, DOI: 10.1111/j.1467-9965.2011.00503.x

  16. 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

  17. 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

  18. A Closer Look at Barrier Exchange Options

    Journal of Futures Markets

    Volume 33, Issue 1, January 2013, Pages: 29–43, Christine A. Brown, John C. Handley and Ken Palmer

    Article first published online : 23 OCT 2011, DOI: 10.1002/fut.20554

  19. PRICING CHAINED OPTIONS WITH CURVED BARRIERS

    Mathematical Finance

    Volume 23, Issue 4, October 2013, Pages: 763–776, Doobae Jun and Hyejin Ku

    Article first published online : 13 FEB 2012, DOI: 10.1111/j.1467-9965.2011.00513.x

  20. Risk Management in Electric Utilities

    The Handbook of Integrated Risk Management in Global Supply Chains

    Stein-Erik Fleten, Jussi Keppo, Erkka Näsäkkälä, Pages: 495–513, 2011

    Published Online : 11 OCT 2011, DOI: 10.1002/9781118115800.ch18