arbiter
JournalsPricingAccount

Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market

Варвара Назарова

Journal of Derivatives and Hedge Funds2014https://doi.org/10.1057/jdhf.2014.6article
ABDC C
Weight
0.40

What the paper says

No abstract available.

2 citations

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.1057/jdhf.2014.6

Or copy a formatted citation

@article{варвара2014,
  title        = {{Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market}},
  author       = {Варвара Назарова},
  journal      = {Journal of Derivatives and Hedge Funds},
  year         = {2014},
  doi          = {https://doi.org/https://doi.org/10.1057/jdhf.2014.6},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.40

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.36 × 0.4 = 0.14
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.