Operational risk of option hedging-Reference-Cited by-同舟云学术

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Operational risk of option hedging

Published:2013-07 Issue: Volume:33 Page:194-203
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Mitra Sovan

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference24 articles.

1. Arbitrage Theory in Continuous Time;Björk,2004

2. Operational Risk Control with Basel II: Basic Principles and Capital Requirements;Chorafas,2004

3. An Introduction to Market Risk Measurement;Dowd,2011

4. After VaR: the theory, estimation, and insurance applications of quantile-based risk measures;Dowd,2006

5. The folded normal distribution: two methods of estimating parameters from moments;Elandt,1961

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Performance evaluation and volatility of Turkey REITs during COVID-19 pandemic;Journal of Property Investment & Finance;2022-07-21

2. Firm Value and the Impact of Operational Management;Asia-Pacific Financial Markets;2018-11-10

3. Risk Factors in Derivatives Markets;Entrepreneurial Business and Economics Review;2014

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