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~isPartOf:"Computational Management Science : CMS"
~isPartOf:"Journal of mathematical finance"
~subject:"Stochastischer Prozess"
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Search: "Hedging"
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Stochastischer Prozess
Hedging
22
Theorie
13
Theory
13
Stochastic process
11
Portfolio selection
10
Portfolio-Management
10
Derivat
7
Derivative
7
Option pricing theory
6
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6
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5
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5
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3
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Stochastic programming
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Duedahl, Sindre
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Goudenege, Ludovic
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1
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1
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1
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1
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1
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Computational Management Science : CMS
Journal of mathematical finance
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Quantitative finance
11
Journal of economic dynamics & control
8
Annals of finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
European journal of operational research : EJOR
7
CoFE Discussion Paper
6
CoFE discussion papers
6
Computational economics
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Risks : open access journal
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Advanced mathematical methods for finance
4
Discussion papers of interdisciplinary research project 373
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Research paper series / Swiss Finance Institute
4
Review of derivatives research
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The journal of computational finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series
4
Advanced series on statistical science & applied probability
3
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3
Discussion paper / Tinbergen Institute
3
IMA journal of management mathematics
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Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
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ECONIS (ZBW)
11
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11
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1
Pricing and
hedging
GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
2
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
3
A Progressive
Hedging
based branch-and-bound algorithm for mixed-integer stochastic programs
Atakan, Semih
;
Sen, Suvrajeet
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 501-540
Persistent link: https://www.econbiz.de/10011922992
Saved in:
4
On asymptotic behaviors of exponential
hedging
in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
Saved in:
5
A scalable solution framework for stochastic transmission and generation planning problems
Munoz, Francisco D.
;
Watson, Jean-Paul
- In:
Computational Management Science : CMS
12
(
2015
)
4
,
pp. 491-518
Persistent link: https://www.econbiz.de/10011386242
Saved in:
6
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
7
The natural hedge of a gas-fired power plant
Guo, Xiaojia
;
Beskos, Alexandros
;
Siddiqui, Afzal S.
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011669234
Saved in:
8
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
9
Optimal portfolio strategy with discounted stochastic cash inflows
Nkeki, Charles I.
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 130-137
Persistent link: https://www.econbiz.de/10010240812
Saved in:
10
Pricing and
hedging
in stochastic volatility regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
1
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