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DOI
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Journal
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ISSN
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Optimal Foreign Exchange Risk Hedging: A Mean Variance Portfolio Approach
(Articles)
Yun-Yeong Kim
Theoretical Economics Letters
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/tel.2013.31001
6,762
Downloads
13,035
Views
Citations
The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions
(Articles)
Jianhua Guo
Open Journal of Business and Management
Vol.7 No.2
,March 7, 2019
DOI:
10.4236/ojbm.2019.72030
725
Downloads
1,200
Views
Citations
Effectiveness of Foreign Exchange Derivatives Usage from Non-Financial Companies: A Brazilian Perspective
(Articles)
Lucas Santos da Silva
,
Margarida Gutierrez
,
Raul Gouvea
,
Claudio Moraes
Modern Economy
Vol.14 No.11
,November 22, 2023
DOI:
10.4236/me.2023.1411081
84
Downloads
348
Views
Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate
(Articles)
Avner Wolf
,
Christopher Hessel
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23024
5,969
Downloads
10,497
Views
Citations
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models
(Articles)
Ismail Yildirim
Journal of Financial Risk Management
Vol.4 No.3
,September 30, 2015
DOI:
10.4236/jfrm.2015.43013
7,583
Downloads
9,805
Views
Citations
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows
(Articles)
Charles I. Nkeki
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31012
5,662
Downloads
9,119
Views
Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
(Articles)
Zhijuan Mao
,
Zhian Liang
Journal of Mathematical Finance
Vol.4 No.1
,December 25, 2013
DOI:
10.4236/jmf.2014.41001
5,397
Downloads
8,909
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
On the Closed-Form Solution to the Endogenous Growth Model with Habit Formation
(Articles)
Ryoji Hiraguchi
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24064
3,723
Downloads
6,714
Views
Citations
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model
(Articles)
Kazuhiro Takino
Journal of Mathematical Finance
Vol.5 No.2
,May 27, 2015
DOI:
10.4236/jmf.2015.52020
3,429
Downloads
4,282
Views
Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate
(Articles)
Anatoliy Swishchuk
,
Maksym Tertychnyi
,
Winsor Hoang
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44024
3,416
Downloads
4,582
Views
Citations
Is the Tokyo Foreign Exchange Market Efficient from Two Perspectives of Forward Bias and Anomaly?
(Articles)
Yutaka Kurihara
Modern Economy
Vol.2 No.4
,September 21, 2011
DOI:
10.4236/me.2011.24067
5,272
Downloads
9,043
Views
Citations
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
(Articles)
Sure Mataramvura
Journal of Mathematical Finance
Vol.2 No.4
,November 19, 2012
DOI:
10.4236/jmf.2012.24031
3,327
Downloads
6,278
Views
Citations
Optimal Hedging Strategies of Stock Index Futures Based on the Perspective of Information Asymmetry
(Articles)
Jianhua Guo
Open Journal of Applied Sciences
Vol.10 No.2
,February 24, 2020
DOI:
10.4236/ojapps.2020.102002
577
Downloads
1,412
Views
Citations
Exchange Market Pressure in China: A Re-Examination Based on Girton-Roper Monetary Model
(Articles)
Xiangsheng Dou
Theoretical Economics Letters
Vol.7 No.5
,August 2, 2017
DOI:
10.4236/tel.2017.75089
996
Downloads
2,148
Views
Citations
The Series of Reciprocals of Non-central Binomial Coefficients
(Articles)
Laiping Zhang
,
Wanhui Ji
American Journal of Computational Mathematics
Vol.3 No.3B
,October 25, 2013
DOI:
10.4236/ajcm.2013.33B006
3,713
Downloads
5,784
Views
Citations
The Construction of Locally D-Optimal Designs by Canonical Forms to an Extension for the Logistic Model
(Articles)
Irene García Camacha Gutiérrez
,
Raúl Martín Martín
Applied Mathematics
Vol.5 No.5
,March 24, 2014
DOI:
10.4236/am.2014.55078
7,246
Downloads
8,878
Views
Citations
This article belongs to the Special Issue on
Regression Models
Banking Firm, Risk of Investment and Derivatives
(Articles)
Udo Broll
,
Wing-Keung Wong
,
Mojia Wu
Technology and Investment
Vol.2 No.3
,August 25, 2011
DOI:
10.4236/ti.2011.23023
5,362
Downloads
9,667
Views
Citations
Partial Hedging Using Malliavin Calculus
(Articles)
Lan Ma Nygren
,
Peter Lakner
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23023
4,106
Downloads
7,427
Views
Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models
(Articles)
Stéphane Goutte
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31006
4,951
Downloads
8,676
Views
Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach
(Articles)
Albina Orlando
,
Gary Parker
Journal of Mathematical Finance
Vol.8 No.2
,May 9, 2018
DOI:
10.4236/jmf.2018.82023
781
Downloads
1,816
Views
Citations
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