Derivative Hedging - Articles - Scientific Research Publishing

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 4,990 Downloads 8,824 Views Citations
Fair Value and Volatility in the Cases of Assets Securitization, Derivative Hedging and Loan Loss Provisioning (Articles)

Lan Sun

Theoretical Economics Letters Vol.5 No.5，October 27, 2015

DOI: 10.4236/tel.2015.55078 7,322 Downloads 8,442 Views Citations
Accounting for Derivative Instruments and Hedging Activities (Articles)

Veliota Drakopoulou

Journal of Financial Risk Management Vol.3 No.4，November 13, 2014

DOI: 10.4236/jfrm.2014.34013 5,401 Downloads 8,207 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 3,452 Downloads 4,379 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 759 Downloads 1,312 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,472 Downloads 8,435 Views Citations
Fractional Versions of the Fundamental Theorem of Calculus (Articles)

Eliana Contharteze Grigoletto, Edmundo Capelas de Oliveira

Applied Mathematics Vol.4 No.7A，July 8, 2013

DOI: 10.4236/am.2013.47A006 10,070 Downloads 15,197 Views Citations
This article belongs to the Special Issue on Fractional Calculus Theory and Application
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM (Articles)

Hui-Chuan Chen

American Journal of Operations Research Vol.1 No.1，March 25, 2011

DOI: 10.4236/ajor.2011.11003 5,572 Downloads 11,983 Views Citations
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 6,813 Downloads 13,221 Views Citations
A Review of Corporate Hedging Models and Their Relevance in Corporate Finance (Articles)

Pankaj Gupta

Theoretical Economics Letters Vol.7 No.2，February 3, 2017

DOI: 10.4236/tel.2017.72010 2,888 Downloads 7,174 Views Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives (Articles)

Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette

Theoretical Economics Letters Vol.8 No.3，February 9, 2018

DOI: 10.4236/tel.2018.83020 741 Downloads 1,682 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Gender Difference in Hedging: A Corpus-Based Study to TED Talks about Emotion (Articles)

Xuwei Li, Feipeng Li

Creative Education Vol.11 No.10，October 27, 2020

DOI: 10.4236/ce.2020.1110153 1,032 Downloads 4,961 Views Citations
Inequalities for the Polar Derivative of a Polynomial (Articles)

Gulshan Singh, W. M. Shah, Yash Paul

Advances in Pure Mathematics Vol.1 No.2，March 30, 2011

DOI: 10.4236/apm.2011.12006 5,791 Downloads 12,953 Views Citations
Introduction of the Tensor Which Satisfied Binary Law (Articles)

Koji Ichidayama

Journal of Modern Physics Vol.8 No.1，January 23, 2017

DOI: 10.4236/jmp.2017.81011 1,316 Downloads 2,091 Views Citations
Property of Tensor Satisfying Binary Law (Articles)

Koji Ichidayama

Journal of Modern Physics Vol.8 No.6，May 31, 2017

DOI: 10.4236/jmp.2017.86060 1,583 Downloads 2,152 Views Citations
Property of Tensor Satisfying Binary Law 2 (Articles)

Koji Ichidayama

Journal of Modern Physics Vol.11 No.10，October 26, 2020

DOI: 10.4236/jmp.2020.1110103 270 Downloads 890 Views Citations
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 5,420 Downloads 9,805 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 4,147 Downloads 7,567 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 3,376 Downloads 6,416 Views Citations
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3，September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,379 Downloads 4,138 Views Citations

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