//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Hedging"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Hedging
15
Theorie
10
Theory
10
Stochastischer Prozess
7
Derivat
6
Derivative
6
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
5
Portfolio-Management
5
CAPM
3
Martingal
3
Martingale
3
Volatility
3
Volatilität
3
Commodity derivative
2
Futures
2
Portfolio constraints
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Rohstoffderivat
2
Transaction costs
2
Transaktionskosten
2
Utility maximization
2
AIP condition
1
Admissibility
1
Analysis
1
Arbitrage
1
Asset pricing
1
Basis risk
1
Bid prices
1
Black-Scholes model
1
Black-Scholes-Modell
1
Brownian bridge
1
Commodity exchange
1
Comparison theorem
1
Conditional value-at-risk based hedging
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Leung, Tim
2
Aimé, Fono Louis
1
Angoshtari, Bahman
1
Chan, Leunglung
1
Chen, Xiaodong
1
Chronopoulou, Alexandra
1
Clément, Nyassoke Titi Gaston
1
Elliott, Robert J.
1
Jules, Sadefo Kamdem
1
Krasin, Vladislav Y.
1
Melʹnikov, Aleksandr V.
1
Salmon, Nicholas
1
SenGupta, Indranil
1
Siu, Tak Kuen
1
Smirnov, Ivan
1
Zhao, Qi
1
Zhou, Yang
1
more ...
less ...
Published in...
All
Annals of finance
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Quantitative finance
11
Journal of economic dynamics & control
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
European journal of operational research : EJOR
7
CoFE discussion papers
6
Computational Management Science : CMS
6
Computational economics
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of banking & finance
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Advanced mathematical methods for finance
4
Discussion papers of interdisciplinary research project 373
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
4
The journal of computational finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series
4
Advanced series on statistical science & applied probability
3
Computational management science
3
Discussion paper / Tinbergen Institute
3
IMA journal of management mathematics
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research letters
3
Risk and decision analysis
3
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Delta-
hedging
in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Dynamic optimal hedge ratio design when price and production are stochastic with jump
Clément, Nyassoke Titi Gaston
;
Jules, Sadefo Kamdem
; …
- In:
Annals of finance
18
(
2022
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10013440645
Saved in:
4
Fractional Barndorff-Nielsen and Shephard model : applications in variance and volatility swaps, and
hedging
Salmon, Nicholas
;
SenGupta, Indranil
- In:
Annals of finance
17
(
2021
)
4
,
pp. 529-558
Persistent link: https://www.econbiz.de/10012664151
Saved in:
5
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
6
Approximate option pricing and
hedging
in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
7
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->