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~isPartOf:"Applied mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Rohstoff-Hedging"
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Black-Scholes-Modell
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Hedging
50
Option pricing theory
28
Optionspreistheorie
28
Theorie
24
Theory
24
Portfolio selection
16
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16
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16
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Ahn, Hyungsok
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Aly, Sidi Mohamed Ould
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Badran, Alexander
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Benth, Fred Espen
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Applied mathematical finance
The journal of futures markets
92
International journal of theoretical and applied finance
45
Energy economics
43
Journal of banking & finance
30
Quantitative finance
19
Finance research letters
17
International review of economics & finance : IREF
17
International review of financial analysis
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Journal of multinational financial management
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Working paper
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Applied financial economics
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Computational economics
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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International journal of financial engineering
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The journal of corporate finance : contracting, governance and organization
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Advances in futures and options research : a research annual
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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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:
2
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:
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
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:
6
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
7
Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
Saved in:
8
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
9
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
10
Robust hedging and pathwise calculus
Tikanmäki, Heikki
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 287-303
Persistent link: https://www.econbiz.de/10010187664
Saved in:
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