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Hedging
51
Option pricing theory
29
Optionspreistheorie
29
Theorie
24
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24
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16
Portfolio-Management
16
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Applied mathematical finance
The journal of futures markets
331
IMF Working Papers
161
Energy economics
131
Finance research letters
119
International journal of theoretical and applied finance
119
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
82
Finance and stochastics
75
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
NBER working paper series
67
Journal of financial economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
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64
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59
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56
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55
The review of financial studies
54
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
European journal of operational research : EJOR
50
Managerial Finance
49
The journal of finance : the journal of the American Finance Association
49
Journal of economic dynamics & control
48
International Journal of Theoretical and Applied Finance (IJTAF)
46
The European journal of finance
46
Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Research paper series / Swiss Finance Institute
43
Quantitative finance
42
Finance and Stochastics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Risks : open access journal
40
Journal of international financial markets, institutions & money
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
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ECONIS (ZBW)
51
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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