Derivative Hedging - Articles - Scientific Research Publishing

The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.2 No.4, November 19, 2012

DOI: 10.4236/jmf.2012.24031 3,591 Downloads 6,975 Views Citations
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3, September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,533 Downloads 4,609 Views Citations
Quantifying the Microeconomic and Macroeconomic Impact of the Recent Crude Oil Price Fluctuations (Articles)

Peng Xu, Utsav Adhikari, Lei Guo, Deepa Sathaye, Jihua Wang, Dongliang Yi, Yizhi Zhu

Open Journal of Statistics Vol.6 No.4, August 15, 2016

DOI: 10.4236/ojs.2016.64051 1,964 Downloads 4,994 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82023 960 Downloads 2,478 Views Citations
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4, December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,727 Downloads 6,223 Views Citations
Hedging the Treasury Lock (Articles)

Mario Pucci

Journal of Mathematical Finance Vol.9 No.3, August 13, 2019

DOI: 10.4236/jmf.2019.93018 3,203 Downloads 12,054 Views Citations
Optimal Hedging Strategies of Stock Index Futures Based on the Perspective of Information Asymmetry (Articles)

Jianhua Guo

Open Journal of Applied Sciences Vol.10 No.2, February 24, 2020

DOI: 10.4236/ojapps.2020.102002 777 Downloads 2,262 Views Citations
Effectiveness of Foreign Exchange Derivatives Usage from Non-Financial Companies: A Brazilian Perspective (Articles)

Lucas Santos da Silva, Margarida Gutierrez, Raul Gouvea, Claudio Moraes

Modern Economy Vol.14 No.11, November 22, 2023

DOI: 10.4236/me.2023.1411081 278 Downloads 1,141 Views Citations
Shape and Topological Derivative Using Minmax Method: Application to Linear Thermoelasticity Problem (Articles)

Malick Fall, Bakary Kourouma, Moussa Gaye, Ibrahima Faye, Alassane Sy, Diaraf Seck

Open Journal of Optimization Vol.14 No.2, June 17, 2025

DOI: 10.4236/ojop.2025.142004 86 Downloads 472 Views Citations
Fourth Derivative Spectrophotometric Method for the Determination of Fungicide Maneb Using Sodium Molybdate (Articles)

Manpreet Kaur, Ashok Kumar Malik, Baldev Singh

American Journal of Analytical Chemistry Vol.2 No.2, May 24, 2011

DOI: 10.4236/ajac.2011.22018 6,814 Downloads 12,887 Views Citations
Evaluation of Positive Inotropic Activity Induced bya Danazol Derivative in Isolated Rat Heart Model (Articles)

L. Figueroa-Valverde, F. Díaz-Cedillo, E. García-Cervera, E. Pool Gómez, M. López-Ramos, M. Rosas-Nexticapa, R. Mendoza-López, I. May-Gil, A. Sarao

Pharmacology & Pharmacy Vol.4 No.4, July 8, 2013

DOI: 10.4236/pp.2013.44058 4,590 Downloads 7,017 Views Citations
Synthesis and Crystal Structure of the Hydrogen Bromide Salt of 1,4,7,10-Tetrakis(2-((4-methoxy)phenoxy) ethyl)-1,4,7,10-tetraazacyclododecane (Articles)

Wei Zhao, Yun Wang, Aijian Wang

Journal of Materials Science and Chemical Engineering Vol.5 No.10, October 25, 2017

DOI: 10.4236/msce.2017.510001 1,742 Downloads 2,823 Views Citations
The Use of Edge Enhancement Methods and Euler Deconvolution to Estimate an Ore Deposit Depth from Gravity Data (Articles)

Meriem Lghoul

Open Journal of Geology Vol.12 No.11, November 16, 2022

DOI: 10.4236/ojg.2022.1211043 629 Downloads 1,640 Views Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate (Articles)

Avner Wolf, Christopher Hessel

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23024 6,306 Downloads 11,510 Views Citations
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows (Articles)

Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31012 5,865 Downloads 9,819 Views Citations
Power Purchase Model of Provincial Grids Based on Diverse Energy Coordination Hedging Optimization (Articles)

Dunnan Liu, Yujie Xu, Weimin Zeng, Jiangping Liu, Min Fan, Xinming Liu

Journal of Power and Energy Engineering Vol.2 No.4, April 22, 2014

DOI: 10.4236/jpee.2014.24062 4,866 Downloads 5,827 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8, August 4, 2017

DOI: 10.4236/me.2017.88070 1,592 Downloads 3,516 Views Citations
This article belongs to the Special Issue on Econometrics
The Hedging Effectiveness of Malaysian Crude Palm Oil Futures: An Application of the Extended Mean-Gini Model (Articles)

Kin-Boon Tang, Ju-Yau Tarn

Theoretical Economics Letters Vol.8 No.11, August 22, 2018

DOI: 10.4236/tel.2018.811162 1,235 Downloads 3,785 Views Citations
Impact of Russia’s Export Commodities on the Europe Stock Market during and before the Russia-Ukraine War (Articles)

Yi’ang Li, Jiachen Jin, Donglai Lyu, Que Zheng

iBusiness Vol.14 No.4, December 1, 2022

DOI: 10.4236/ib.2022.144016 362 Downloads 1,863 Views Citations
The Use of Hedging Devices and Engagement Markers in AI-Generated and Human-Written Essays: A Corpus-Based Comparison (Articles)

Naif Almulla

Open Journal of Modern Linguistics Vol.15 No.5, September 18, 2025

DOI: 10.4236/ojml.2025.155044 133 Downloads 1,252 Views Citations

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