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DOI
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Affiliation
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
6,753
Downloads
13,438
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
717
Downloads
1,289
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
82
Downloads
371
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
5,965
Downloads
10,691
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
7,574
Downloads
10,053
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
5,650
Downloads
9,180
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
5,393
Downloads
9,207
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
3,720
Downloads
6,764
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
3,427
Downloads
4,364
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
3,417
Downloads
4,656
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
5,265
Downloads
9,180
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
3,324
Downloads
6,323
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
571
Downloads
1,565
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
988
Downloads
2,303
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
3,704
Downloads
6,290
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
7,234
Downloads
9,000
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
5,358
Downloads
9,793
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
4,099
Downloads
7,580
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
4,947
Downloads
8,894
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
780
Downloads
1,903
Views
Citations
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