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Option pricing and investment strategies
0 references·4 citing·15 second hop
Option pricing and investment strategies (1991)Option pricing and investment strategiesSelecting the Best Forecasting-Implied Volatility Model Using Genetic Programming (2009)Selecting the Best Forecastin…Embedded options and interest rate risk for insurance companies, banks and other financial institutions (2000)Embedded options and interest…Hedge performance of SPX index options and S&P 500 futures (1995)Hedge performance of SPX inde…Options and Futures: A Tutorial (1992)Options and Futures: A Tutori…The pricing of commodity contracts (1976)A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)An Analysis of the Guaranteed Withdrawal Benefits for Life Option (2008)Studying the Role of Financial Risk Management on Return on Equity (2012)The Effects of a Low Interest Rate Environment on Life Insurers (2015)PORTFOLIO SELECTION* (1952)The Hedging Performance of the New Futures Markets (1979)CURRENCY HEDGING FOR EXPORT-FLEXIBLE FIRMS * (2001)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Option pricing: A simplified approach (1979)Theory of rational option pricing (2005)Captured Futures (2025)
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  • 2000Embedded options and interest rate risk for insurance companies, banks and other financial institutions23 cited
  • 1995Hedge performance of SPX index options and S&P 500 futures19 cited
  • 1992Options and Futures: A Tutorial17 cited
  • 2009Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming15 cited

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