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Research article

First published 2023-2

Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process

Naho Akiyama, Toshihiro Yamada

Risk and Decision Analysis

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Research article

First published 2010-10

Dynamic Delta Hedging

Satyendra Kumar Sharma, Arun Kumar Vaish, Rajan Pandey [...]

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2009-11

On hedging spark spread options in electricity markets

Lide Li, Paul R. Kleindorfer

Risk and Decision Analysis

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Research article

First published 2026-1

Hedging Dynamic Fund Protection: A Static Versus Dynamic Comparison

Bipasha Ray, L Ramprasath

IIM Kozhikode Society & Management Review

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Research article

First published 2012-2

Elasticity approach to asset allocation in discrete time

Jun Fu, Hailiang Yang

Risk and Decision Analysis

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Research article

First published 2021

The Profitability of Volatility Trading on Exchange-traded Dollar-rupee Options: Evidence of a Volatility Risk Premium?

Aparna Bhat

Global Business Review

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Research article

First published 2011-11

Monte Carlo methods for pricing and hedging American options in high dimension

Lucia Caramellino, Antonino Zanette

Risk and Decision Analysis

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Research article

First published 2015-4-13

Smile in motion: An intraday analysis of asymmetric implied volatility

Martin Wallmeier

Algorithmic Finance

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Research article

First published 2025-8

The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach

Tarek Sadraoui, Rym Regaieg, Sabrine Abdelghani [...]

Global Business Review

Open access

Research article

First published 2024-9

miesize: Effect-size calculation in imputed data

Paul A. Tiffin

The Stata Journal: Promoting communications on statistics and Stata

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