This study examines how managing risk by introducing commodity price insurances may
improve the likelihood of increased investment in agri-food supply chains. A model is …

Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …

In this article, we introduce price index insurances on agricultural goods. Although these
seem similar to derivatives, there are significant differences between price index insurances …

The present paper studies a kind of robust optimization problems with constraint. The
problem is formulated through Backward Stochastic Differential Equations (BSDEs) with …

This study develops a novel method for mitigating credit risk through the use of structured
derivatives, focusing in particular on the use of European put options as a strategic hedging …

Hedging is one of the most important topics in finance. When a financial market is complete,
every contingent claim can be hedged perfectly to eliminate any potential future obligations …

Variable annuities (VAs) and other long-term equity-linked insurance products are typically
difficult to hedge in the incomplete markets. A state-dependent fee tied with market volatility …

The main aim of this paper is to develop an optimal partial hedging strategy that minimises
an investor's shortfall subject to an initial wealth constraint. The risk criterion we employ is a …

Option pricing is one of the most important problems of contemporary quantitative finance. It
can be solved in complete markets with non-arbitrage option price being uniquely …

In this paper, we study the hedging problem based on the CVaR in incomplete markets. As
the superhedging is quite expensive in terms of initial capital, we construct a self-financing …