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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Derivat"
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Search: subject_exact:"Financial+hedging"
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Derivat
Hedging
166
Option pricing theory
91
Optionspreistheorie
91
Theorie
79
Theory
79
Derivative
49
Portfolio selection
46
Portfolio-Management
46
Stochastic process
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22
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hedging
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Hess, Markus
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Applied mathematical finance
International journal of theoretical and applied finance
The journal of futures markets
96
Energy economics
43
Journal of banking & finance
28
International review of financial analysis
19
International review of economics & finance : IREF
17
Quantitative finance
17
Finance research letters
15
Journal of multinational financial management
14
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
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12
Applied economics
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Journal of risk and financial management : JRFM
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Working paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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9
Journal of economic dynamics & control
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Review of derivatives research
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Review of quantitative finance and accounting
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The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European financial management : the journal of the European Financial Management Association
8
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of corporate finance : contracting, governance and organization
8
Economic modelling
7
Insurance / Mathematics & economics
7
International journal of financial engineering
7
Journal of financial and quantitative analysis : JFQA
7
NBER working paper series
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Risks : open access journal
7
Advances in futures and options research : a research annual
6
Agricultural finance review
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Annals of finance
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1
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
4
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
5
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
6
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
7
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
8
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
9
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
10
Dynamic index tracking and risk exposure control using derivatives
Leung, Tim
;
Ward, Brian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 180-212
Persistent link: https://www.econbiz.de/10011959128
Saved in:
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