Eva Schneider

Goethe University Frankfurt - Department of Finance

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

http://www.finance.uni-frankfurt.de/schlag/index.php?case=wimi2&men=2&id=503&lg=1

SCHOLARLY PAPERS

3

DOWNLOADS

725

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Hedging Options in the Presence of Microstructural Noise

Number of pages: 27 Posted: 03 Mar 2008
David Horn, Eva Schneider and Grigory Vilkov
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Frankfurt School of Finance & Management
Downloads 365 (102,473)
Citation 1

Abstract:

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parameter risk, hedging, microstructural noise, stochastic volatility

2.

Systematic Risk and Option Prices

Number of pages: 22 Posted: 05 Mar 2008
David Horn and Eva Schneider
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 261 (146,720)

Abstract:

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Option Valuation, Systematic Risk, Asset Pricing

3.

Hedging Under Model Misspecification: All Risk Factors are Equal, But Some are More Equal than Others ...

The Journal of Futures Markets, Vol. 32, No. 5, 397–430 (2012)
Number of pages: 50 Posted: 06 Mar 2008 Last Revised: 29 Jan 2013
University of Muenster - Finance Center Muenster, Goethe University Frankfurt, Goethe University Frankfurt - Department of Finance and VU University Amsterdam
Downloads 99 (328,595)
Citation 2

Abstract:

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Hedging, Model Risk, Risk Measurement, Model Identification, Delta Hedge, Delta-Vega Hedge, Minimum-Variance Hedge