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Felix L. Wolf

3 papers hereh-index 26 citations3 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20212024
collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.RM2022

Sensitivities and Hedging of the Collateral Choice Option

Griselda Deelstra, Lech A. Grzelak, Felix L. Wolf

The collateral choice option allows a collateral-posting party the opportunity to change the type of security in which the collateral is deposited. Due to non-zero collateral basis…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.