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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Hedging
59
Option pricing theory
28
Optionspreistheorie
28
Derivat
20
Derivative
20
Portfolio selection
17
Portfolio-Management
17
Theorie
17
Theory
17
Option trading
14
Risikomanagement
14
Stochastic process
12
Stochastischer Prozess
12
Experiment
11
Deutschland
9
Germany
9
Risk management
9
Risiko
8
Black-Scholes model
7
Black-Scholes-Modell
7
Volatility
7
Volatilität
7
Foreign exchange management
6
Risk
6
Währungsmanagement
6
Currency derivative
5
Learning process
5
Lernprozess
5
Währungsderivat
5
Risikomaß
4
Risk measure
4
Analysis
3
Balancing accounts
3
Bilanzierung
3
CAPM
3
Commodity exchange
3
Deep learning
3
Delta hedging
3
EU countries
3
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10
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12
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2
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12
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2
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Makowski, Andreas Markus
2
Wan, Justin W. L.
2
Akahori, J.
1
Alexander, Carol
1
Barsotti, F.
1
Chan, Tat Lung
1
Chen, Yangang
1
Dupire, Bruno
1
Glau, Kathrin
1
Imamura, Y.
1
Imeraj, Arben
1
Kim, Kyoung-Kuk
1
Letourneau, Pascal
1
Lim, Dong-Young
1
Lucic, V.
1
Ma, Yong
1
Na, Andrew S.
1
Orłowski, Piotr
1
Pachón, Ricardo
1
Pan, Dongtao
1
Pötz, Christian
1
Sepp, A.
1
Stentoft, Lars
1
Wang, Tianyang
1
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Europäische Hochschulschriften / 5
Quantitative finance
The journal of futures markets
23
International journal of theoretical and applied finance
21
Finance and stochastics
12
Journal of banking & finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Applied mathematical finance
5
Journal of financial economics
5
Journal of financial markets
5
The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
5
Always learning
4
Computational economics
4
Finance research letters
4
Journal of risk
4
Research paper series / Swiss Finance Institute
4
The journal of computational finance
4
Working paper / National Bureau of Economic Research, Inc.
4
Energy economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
NBER working paper series
3
Risk and decision analysis
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advanced series on statistical science & applied probability
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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ECONIS (ZBW)
14
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1
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10
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14
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date (oldest first)
1
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Hedging
error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
3
Valuation and
hedging
of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
4
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
5
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
6
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
7
Deep neural network framework based on backward stochastic differential equations for pricing and
hedging
American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
8
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
9
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
10
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
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