Pages that link to "Item:Q4646462"
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The following pages link to Optimal positioning in derivative securities (Q4646462):
Displayed 40 items.
- Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (Q315045) (← links)
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Equilibrium open interest (Q608910) (← links)
- Nonparametric implied Lévy densities (Q666590) (← links)
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- A general property for time aggregation (Q2030709) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Static hedging of weather and price risks in electricity markets (Q2069163) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Testing and inference for fixed times of discontinuity in semimartingales (Q2203627) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- Nonparametric spot volatility from options (Q2299587) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- A Stieltjes Approach to Static Hedges (Q4561949) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Option overlay strategies (Q4683071) (← links)
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
- Informative option portfolios in filter design for option pricing models (Q5014228) (← links)
- Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management (Q5030999) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- A recursive method for static replication of autocallable structured products (Q5234318) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
- A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS (Q6119775) (← links)
- Hedging error as generalized timing risk (Q6158430) (← links)