Trade and currency options hedging model (Q1643850): Difference between revisions

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+Wei-Guo Zhang
@@ Property / author: Wei-Guo Zhang / rank @@
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+Yong-Jun Liu
@@ Property / author: Yong-Jun Liu / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2018.04.059
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@@ Property / OpenAlex ID @@
+W2807619082
@@ Property / OpenAlex ID: W2807619082 / rank @@
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@@ Property / cites work @@
+Hedging and the competitive firm under correlated price and background risk
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@@ Property / cites work @@
+Hedging conditional value at risk with options
@@ Property / cites work: Hedging conditional value at risk with options / rank @@
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@@ Property / cites work @@
+The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+CVaR-minimising hedging by a smoothing method
@@ Property / cites work: CVaR-minimising hedging by a smoothing method / rank @@
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@@ Property / cites work @@
+Differential equations connecting VaR and CVaR
@@ Property / cites work: Differential equations connecting VaR and CVaR / rank @@
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@@ Property / cites work @@
+Approximation of CVaR minimization for hedging under exponential-Lévy models
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+Estimation methods for expected shortfall
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+Construction of asymmetric multivariate copulas
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+Application of copulas to multivariate control charts
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+Copula in a multivariate mixed discrete-continuous model
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+Multivariate countermonotonicity and the minimal copulas
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+Production under uncertainty with insurance or hedging
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+Production and hedging in futures markets with multiple delivery specifications
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+Q3281461
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+The meta-elliptical distributions with given marginals
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Comparison of semiparametric and parametric methods for estimating copulas
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+Copula–Based Models for Financial Time Series
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+Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
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