Price risk management by using dynamic hedging based on advanced Black–Scholes model.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500115
- By:
- Publication type:
- Article
Works matching IS 24247863 AND DT 2020 AND VI 7 AND IP 1
Results: 10
1
2
Exact cash-account deflator for the G2++ model.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500097
- By:
- Publication type:
- Article
3
Do competition and revenue diversification have significant effect on risk-taking? Empirical evidence from BRICS banks.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500073
- By:
- Publication type:
- Article
4
Impact of audit committee attributes on financial distress: Evidence from Pakistan.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S242478632050005X
- By:
- Publication type:
- Article
5
Bilateral multiple gamma returns: Their risks and rewards.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500085
- By:
- Publication type:
- Article
6
A time consistent derivative strategy.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500048
- By:
- Publication type:
- Article
7
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500036
- By:
- Publication type:
- Article
8
Borrower platform choice: The influencing factors on herding.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500024
- By:
- Publication type:
- Article
9
An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786320500012
- By:
- Publication type:
- Article
10
Provisions for bank deposit withdrawals and portfolio selection.
- Published in:
- International Journal of Financial Engineering, 2020, v. 7, n. 1, p. N.PAG, doi. 10.1142/S2424786319500373
- By:
- Publication type:
- Article