Good Deal Hedging and Valuation Under Combined Uncertainty About Drift and Volatility

Probability, Uncertainty and Quantitative Risk
doi 10.1186/s41546-017-0024-5
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Optimal Hedging in the Futures Market Under Price Uncertainty

Economics Letters
EconomicsFinanceEconometrics
1983English

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2015English

Gas Storage Valuation and Hedging: A Quantification of Model Risk

International Journal of Financial Studies
Finance
2018English

Fourier Transform Algorithms for Pricing and Hedging Discretely Sampled Exotic Variance Products and Volatility Derivatives Under Additive Processes

SSRN Electronic Journal
2012English

Forecasting Price Direction, Hedging and Spread Options in Oil Volatility

International Journal of Economic Behavior and Organization
2017English

Regulated Firm Strategy Under Uncertainty About Regulatory Status

SSRN Electronic Journal
2018English

Uncertainty About Uncertainty and Delay in Bargaining

Econometrica
EconomicsEconometrics
2005English

The Making of a ‘Good Deal’

Journal of Cultural Economy
Cultural Studies
2013English

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy