//--> //--> //-->
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:"Applied economics"
~isPartOf:"Applied mathematical finance"
~person:"Kabir, Humayun"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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: subject_exact:"Rohstoff-Hedging"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Black and Scholes’ model
1
Börsenkurs
1
EGARCH
1
Experiment
1
GARCH
1
GJR-GARCH
1
Hedging
1
Option pricing theory
1
Optionspreistheorie
1
Risikomaß
1
Risk measure
1
Share price
1
VaR
1
Volatility
1
Volatilität
1
expected shortfall
1
spectral risk measure
1
stable Paretian distribution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Government document
Graue Literatur
Non-commercial literature
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kabir, Humayun
Ahn, Hyungsok
2
Baldeaux, Jan
2
Barbi, Massimiliano
2
Benth, Fred Espen
2
Goodwin, Barry K.
2
Muni, Adviti
2
Papanicolaou, George
2
Platen, Eckhard
2
Sircar, Kaushik Ronnie
2
Swindle, Glen H.
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alañón Pardo, Ángel
1
Alizadeh-Masoodian, Amir H.
1
Almeida, Rodrigo Borges de
1
Aly, Sidi Mohamed Ould
1
Anderson, David P.
1
Arai, Takuji
1
Aste, Tomaso
1
Augusto, Mário Gomes
1
Avellaneda, Marco
1
Ayala, Astrid
1
Bachori, Bartholomew Bilijo
1
Backwell, Alex
1
Badran, Alexander
1
Bagirov, Miramir
1
Bajo, Emanuele
1
Barth, Andrea
1
Baño Rollin, Sebastian del
1
Becherer, Dirk
1
Bhargava, Vivek
1
Biegler-König, Richard
1
Bihari, Zsolt
1
Blazsek, Szabolcs
1
Bonga-Bonga, Lumengo
1
Bossman, Ahmed
1
Bouoiyour, Jamal
1
Bouri, Elie
1
Bouveret, Géraldine
1
more ...
less ...
Published in...
All
Applied economics
Applied mathematical finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->