Large Traders and Illiquid Options: Hedging vs. Manipulation

2011 ◽  
Author(s):  
Holger Kraft ◽  
Christoph Kühn
Keyword(s):  
Options Hedging

Risk control with options hedging for an oil import enterprise

2019 ◽  
Vol 33 (4) ◽  
pp. 450
Author(s):  
Xing Yu ◽  
Dongwei Shi
Keyword(s):  
Risk Control ◽  
Options Hedging

Currency options: Hedging and social value

1987 ◽  
Vol 31 (1-2) ◽  
pp. 246-256 ◽  
Author(s):  
Dieter Sondermann
Keyword(s):  
Social Value ◽  
Currency Options ◽  
Options Hedging

scholarly journals BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider

2010 ◽  
Vol 18 (2) ◽  
Author(s):  
Anne Eyraud-Loisel ◽  
Manuela Royer-Carenzi
Keyword(s):  
Terminal Time ◽  
American Style ◽  
Options Hedging

Power options: hedging nonlinear risks

2000 ◽  
Vol 2 (2) ◽  
pp. 29-45 ◽  
Author(s):  
Robert Tompkins
Keyword(s):  
Options Hedging

Risk control with options hedging for an oil import enterprise

2019 ◽  
Vol 33 (4) ◽  
pp. 450
Author(s):  
Xing Yu ◽  
Dongwei Shi
Keyword(s):  
Risk Control ◽  
Options Hedging

Commodity Options, Hedging, and Risk Premiums

1982 ◽  
Vol 4 (2) ◽  
pp. 95 ◽  
Author(s):  
Lowell B. Catlett ◽  
Michael Boehlje
Keyword(s):  
Risk Premiums ◽  
Options Hedging

scholarly journals Crude Oil Options Hedging Based on a New Extreme Risk Measure

2018 ◽  
Vol 52 (4/2018) ◽  
pp. 275-290
Author(s):  
YU XING ◽  
ZHANG WEIGUO ◽  
LIU YONGJUN
Keyword(s):  
Crude Oil ◽  
Risk Measure ◽  
Extreme Risk ◽  
Options Hedging

Futures markets and commodity options: Hedging and optimality in incomplete markets

1984 ◽  
Vol 32 (2) ◽  
pp. 275-300 ◽  
Author(s):  
Douglas T Breeden
Keyword(s):  
Incomplete Markets ◽  
Futures Markets ◽  
Options Hedging

The Flexibility of Options Hedging

2018 ◽  
pp. 175-181
Author(s):  
Michael C. Thomsett
Keyword(s):  
Options Hedging
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