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~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
~subject:"Risiko"
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Optionspreistheorie
Risiko
Hedging
51
Option pricing theory
29
Theorie
24
Theory
24
Portfolio selection
16
Portfolio-Management
16
Stochastic process
16
Stochastischer Prozess
16
Volatility
16
Volatilität
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Derivative
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Black-Scholes model
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CAPM
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Risikomanagement
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hedging
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1
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Applied mathematical finance
International journal of theoretical and applied finance
64
The journal of futures markets
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Finance and stochastics
38
Insurance / Mathematics & economics
34
Journal of banking & finance
32
Quantitative finance
30
Energy economics
26
Finance research letters
22
Risks : open access journal
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of economic dynamics & control
19
Research paper series / Swiss Finance Institute
17
International review of economics & finance : IREF
16
The European journal of finance
16
NBER working paper series
15
Review of derivatives research
15
Applied economics
12
European journal of operational research : EJOR
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial economics
11
International journal of financial engineering
10
NBER Working Paper
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Computational economics
9
International review of financial analysis
9
Mathematical methods of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
The review of financial studies
9
Discussion paper / B
8
Economic modelling
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Discussion paper / The Pensions Institute, Cass Business School, City University
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of real estate finance and economics
7
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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
KrigHedge : Gaussian process surrogates for Delta
hedging
Ludkovski, Mike
;
Saporito, Yuri
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 330-360
Persistent link: https://www.econbiz.de/10013411700
Saved in:
4
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
5
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:
6
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:
7
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
8
Hedging
the risk of delayed data in defaultable markets
Okhrati, Ramin
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
Saved in:
9
A numerically efficient closed-form representation of mean-variance
hedging
for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
Saved in:
10
Risk-neutral pricing and
hedging
of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
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