Leveraged exchange-traded funds: price dynamics and options valuation
In: SpringerBriefs in Quantitative Finance
16 results
Sort by:
In: SpringerBriefs in Quantitative Finance
In: Modern trends in financial engineering volume 1
Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index
SSRN
SSRN
Working paper
SSRN
Working paper
SSRN
Working paper
In: International Journal of Financial Engineering, Volume 6, Issue 4, p. 1950034
SSRN
In: International Journal of Theoretical and Applied Finance, Forthcoming
SSRN
In: Annals of Finance, 2020
SSRN
Working paper
In: Journal of economic dynamics & control, Volume 53, p. 251-267
ISSN: 0165-1889
In: Journal of Financial Engineering, Volume 1, Issue no.4, p. 1-46
SSRN
SSRN
In: International Journal of Theoretical and Applied Finance, Volume 24, Issue 5, p. 2150028
SSRN
In: SIAM Journal on Control and Optimization, Volume 53, Issue 4, p. 2373–2405
SSRN
SSRN
Working paper