Works matching IS 24247863 AND DT 2020 AND VI 7 AND IP 1
Results: 10
Price risk management by using dynamic hedging based on advanced Black–Scholes model.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500115
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- Article
Exact cash-account deflator for the G2++ model.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500097
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- Article
Bilateral multiple gamma returns: Their risks and rewards.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500085
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- Article
Do competition and revenue diversification have significant effect on risk-taking? Empirical evidence from BRICS banks.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500073
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- Article
An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500012
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- Article
A time consistent derivative strategy.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500048
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- Article
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500036
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- Article
Impact of audit committee attributes on financial distress: Evidence from Pakistan.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S242478632050005X
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- Article
Provisions for bank deposit withdrawals and portfolio selection.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786319500373
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- Article
Borrower platform choice: The influencing factors on herding.
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- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500024
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- Article