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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"ARCH-Modell"
~subject:"Dual optimization problem"
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Search: "Energiepreis" OR "Energieversorgung" OR "Erdölpreis" OR "Ölpreis" OR "Rohstoff" OR "Rohstoffpreis"
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ARCH-Modell
Dual optimization problem
Theorie
68
Theory
68
Hedging
65
Option pricing theory
43
Optionspreistheorie
43
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
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15
Volatility
14
Volatilität
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Giot, Pierre
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Babonneau, Frédéric
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Delbaen, Freddy
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Garcia, René
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Hernández-Hernández, Daniel
1
Kabanov, Jurij M.
1
Laurent, Sébastien
1
Nesterov, Jurij Evgenʹevič
1
Renault, Eric
1
Stricker, Christophe
1
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CORE discussion paper : DP
Mathematical finance : an international journal of mathematics, statistics and financial theory
Energy economics
212
Finance research letters
44
International Journal of Energy Economics and Policy : IJEEP
42
Economic modelling
39
The journal of futures markets
38
International review of financial analysis
35
Applied economics
31
International review of economics & finance : IREF
30
The North American journal of economics and finance : a journal of financial economics studies
19
Working paper
19
Research in international business and finance
18
Journal of international financial markets, institutions & money
17
Econometric Institute research papers
15
The energy journal
14
Discussion paper / Tinbergen Institute
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of forecasting
12
Journal of empirical finance
11
Applied economics letters
10
International journal of finance & economics : IJFE
10
International journal of forecasting
10
Journal of commodity markets
10
The empirical economics letters : a monthly international journal of economics
9
CESifo working papers
8
The European journal of finance
8
Cogent economics & finance
7
Emerging markets, finance and trade : EMFT
7
Journal of banking & finance
7
Journal of risk and financial management : JRFM
7
Department of Economics working paper series
6
Economies : open access journal
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Macroeconomic dynamics
6
American journal of agricultural economics
5
Applied financial economics
5
Eurasian economic review : a journal in applied macroeconomics and finance
5
Financial innovation : FIN
5
International journal of economics and finance
5
International journal of financial research
5
Journal of Asian finance, economics and business : JAFEB
5
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ECONIS (ZBW)
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1
Design and operations of gas transmission networks
Babonneau, Frédéric
;
Nesterov, Jurij Evgenʹevič
; …
-
2009
Persistent link: https://www.econbiz.de/10003964831
Saved in:
2
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
3
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
4
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
5
Exponential hedging and entropic penalties
Delbaen, Freddy
(
contributor
)
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001686219
Saved in:
6
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
7
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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