Option overlay strategies (English)
- New search for: Madan, Dilip B
- New search for: Madan, Dilip B
- New search for: Sharaiha, Yazid M
In:
Quantitative finance
;
15
, 7
; 1175-1190
;
2015
-
ISSN:
- Article (Journal) / Print
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Title:Option overlay strategies
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Contributors:Madan, Dilip B ( author ) / Sharaiha, Yazid M
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Published in:Quantitative finance ; 15, 7 ; 1175-1190
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Publisher:
- New search for: Routledge
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Place of publication:Abingdon [u.a.]
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Publication date:2015
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 83.52 / 83.52
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Keywords:
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Source:
Table of contents – Volume 15, Issue 7
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1093
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Multiperiod conditional valuation of barrier options with incomplete informationValchev, Stoyan / Tunaru, Radu / Fabozzi, Frank J. et al. | 2015
- 1103
-
The Reckoning: Financial Accountability and the Rise and Fall of NationsKurtz, Lloyd et al. | 2015
- 1107
-
Calendar| 2015
- 1109
-
A fully consistent, minimal model for non-linear market impactDonier, J. / Bonart, J. / Mastromatteo, I. / Bouchaud, J.-P. et al. | 2015
- 1123
-
Market impact as anticipation of the order flow imbalanceJaisson, Thibault et al. | 2015
- 1137
-
Modelling systemic price cojumps with Hawkes factor modelsBormetti, Giacomo / Calcagnile, Lucio Maria / Treccani, Michele / Corsi, Fulvio / Marmi, Stefano / Lillo, Fabrizio et al. | 2015
- 1157
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Optimal payoffs under state-dependent preferencesBernard, Carole / Moraux, Franck / Rüschendorf, Ludger / Vanduffel, Steven et al. | 2015
- 1175
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Option overlay strategiesMadan, Dilip B. / Sharaiha, Yazid M. et al. | 2015
- 1191
-
Computing optimal rebalance frequency for log-optimal portfolios in linear timeDas, Sujit R. / Goyal, Mukul et al. | 2015
- 1205
-
Equity portfolio diversification with high frequency dataAlexeev, Vitali / Dungey, Mardi et al. | 2015
- 1217
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News, volatility and jumps: the case of natural gas futuresBorovkova, Svetlana / Mahakena, Diego et al. | 2015
- 1243
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Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy modelPirjol, Dan et al. | 2015