Leveraged exchange-traded funds: price dynamics and options valuation
In: SpringerBriefs in Quantitative Finance
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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
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In: International Journal of Financial Engineering, Band 6, Heft 4, S. 1950034
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In: International Journal of Theoretical and Applied Finance, Forthcoming
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In: Annals of Finance, 2020
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In: Journal of economic dynamics & control, Band 53, S. 251-267
ISSN: 0165-1889
In: Journal of Financial Engineering, Band 1, Heft no.4, S. 1-46
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In: International Journal of Theoretical and Applied Finance, Band 24, Heft 5, S. 2150028
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In: SIAM Journal on Control and Optimization, Band 53, Heft 4, S. 2373–2405
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