Jer-Shiou Chiou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The optimal dynamic hedging strategy for Nikkei 225 index and futures
Journal of Statistics and Management Systems
2008-07-11Paper
A VaR study of required margin for securities margin trading
Journal of Statistics and Management Systems
2008-07-11Paper
Hedging with S&P500 and E-mini S&P500 stock index futures
Journal of Statistics and Management Systems
2006-02-22Paper


Research outcomes over time


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