Foreign Exchange; Risk; Optimal Hedging; Closed Form - Articles

Optimal Foreign Exchange Risk Hedging: A Mean Variance Portfolio Approach (Articles)

Yun-Yeong Kim

Theoretical Economics Letters Vol.3 No.1，February 26, 2013

DOI: 10.4236/tel.2013.31001 6,887 Downloads 13,433 Views Citations
The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions (Articles)

Jianhua Guo

Open Journal of Business and Management Vol.7 No.2，March 7, 2019

DOI: 10.4236/ojbm.2019.72030 803 Downloads 1,416 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 167 Downloads 662 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 6,107 Downloads 10,865 Views Citations
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models (Articles)

Ismail Yildirim

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

DOI: 10.4236/jfrm.2015.43013 7,724 Downloads 10,211 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 5,734 Downloads 9,392 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,543 Downloads 9,252 Views Citations
This article belongs to the Special Issue on Option Pricing Research
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model (Articles)

Kazuhiro Takino

Journal of Mathematical Finance Vol.5 No.2，May 27, 2015

DOI: 10.4236/jmf.2015.52020 3,492 Downloads 4,464 Views Citations
On the Closed-Form Solution to the Endogenous Growth Model with Habit Formation (Articles)

Ryoji Hiraguchi

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24064 3,807 Downloads 6,929 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,472 Downloads 4,815 Views Citations
Derivatives Use, Internal Control and Firm Risk Hedging Effect (Articles)

Guiling Zhang, Jianing Liu, Zheng Wang

American Journal of Industrial and Business Management Vol.15 No.2，February 28, 2025

DOI: 10.4236/ajibm.2025.152021 82 Downloads 392 Views Citations
Is the Tokyo Foreign Exchange Market Efficient from Two Perspectives of Forward Bias and Anomaly? (Articles)

Yutaka Kurihara

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24067 5,409 Downloads 9,341 Views Citations
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 3,444 Downloads 6,554 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 681 Downloads 1,854 Views Citations
Exchange Market Pressure in China: A Re-Examination Based on Girton-Roper Monetary Model (Articles)

Xiangsheng Dou

Theoretical Economics Letters Vol.7 No.5，August 2, 2017

DOI: 10.4236/tel.2017.75089 1,058 Downloads 2,357 Views Citations
The Series of Reciprocals of Non-central Binomial Coefficients (Articles)

Laiping Zhang, Wanhui Ji

American Journal of Computational Mathematics Vol.3 No.3B，October 25, 2013

DOI: 10.4236/ajcm.2013.33B006 3,909 Downloads 6,180 Views Citations
The Construction of Locally D-Optimal Designs by Canonical Forms to an Extension for the Logistic Model (Articles)

Irene García Camacha Gutiérrez, Raúl Martín Martín

Applied Mathematics Vol.5 No.5，March 24, 2014

DOI: 10.4236/am.2014.55078 7,421 Downloads 9,185 Views Citations
This article belongs to the Special Issue on Regression Models
Banking Firm, Risk of Investment and Derivatives (Articles)

Udo Broll, Wing-Keung Wong, Mojia Wu

Technology and Investment Vol.2 No.3，August 25, 2011

DOI: 10.4236/ti.2011.23023 5,498 Downloads 9,977 Views Citations
Partial Hedging Using Malliavin Calculus (Articles)

Lan Ma Nygren, Peter Lakner

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

DOI: 10.4236/jmf.2012.23023 4,214 Downloads 7,707 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,047 Downloads 9,007 Views Citations

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