Hedge

Field
Subfield
Domain
OpenAlex	C70771513

Smeal faculty

• Jingzhi Huang - score 1.5
• Patrick Higgins - score 0.7
• David Haushalter - score 0.7
• William Kracaw - score 0.6

Papers

• The valuation of American barrier options using the decomposition technique (2000) - cites 97
• PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD (1999) - cites 86
• WHY HEDGE? SOME EVIDENCE FROM OIL AND GAS PRODUCERS (2001) - cites 17
• Nondeliverable Forwards: Can We Tell Where the Renminbi Is Headed? (2005) - cites 9
• A Comment on Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging (1990) - cites 0