//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Rohstoffderivat
Hedging
186
Theorie
96
Theory
96
Option pricing theory
54
Optionspreistheorie
54
Portfolio selection
52
Portfolio-Management
52
Derivat
32
Derivative
32
Risikomanagement
26
Risk management
26
Optionsgeschäft
24
Risiko
19
Risk
19
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
CAPM
14
Martingal
14
Martingale
14
Transaction costs
14
Transaktionskosten
14
Capital income
13
Hedge fund
13
Hedgefonds
13
Kapitaleinkommen
13
Commodity derivative
12
USA
12
United States
12
Estimation
11
Schätzung
11
Hedge funds
10
Risk measure
10
Yield curve
10
Zinsstruktur
10
Mathematical programming
9
Mathematische Optimierung
9
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Conference paper
1
Konferenzbeitrag
1
Language
All
English
35
Author
All
Hobson, David G.
3
Miffre, Joëlle
2
Abdou, Souleymane Laminou
1
Alizadeh-Masoodian, Amir H.
1
Basu, Devraj
1
Benninga, Simon
1
Benth, Fred Espen
1
Bouchard, Bruno
1
Brenner, Menachem
1
Carr, Peter
1
Cherny, Alexander S.
1
Chung, San-lin
1
Cici, Gjergji
1
Coleman, Thomas F.
1
Cvitanić, Jakša
1
Dark, Jonathan
1
Daskalaki, Charoula
1
Dempster, Michael A. H.
1
Denis, Emmanuel
1
Detering, Nils
1
Dias, José Carlos
1
Dolinsky, Yan
1
Ederington, Louis H.
1
Fernandez-Perez, Adrian
1
Fisher, Travis
1
Frey, Rüdiger
1
Frijns, Bart
1
Fry-McKibbin, Renée
1
Fuertes, Ana María
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Hull, John
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Kostakis, Alexandros
1
Li, Yang
1
Li, Yuying
1
Lien, Da-hsiang Donald
1
Marshall, Ben R.
1
Martin, Vance
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of banking & finance
The journal of futures markets
51
Energy economics
32
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
20
International review of financial analysis
16
Quantitative finance
13
Applied economics
11
Finance research letters
11
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
Economic modelling
10
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Journal of financial markets
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied financial economics
6
Applied mathematical finance
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Journal of financial economics
6
Journal of risk
6
The European journal of finance
6
European review of agricultural economics : ERAE
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Global finance journal
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Applied economics letters
4
Cogent economics & finance
4
Computational economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Delta
hedging
and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
2
Learning sequential option
hedging
models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
3
A jump-diffusion model for pricing and
hedging
with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
4
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
5
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
6
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
7
Optimal delta
hedging
for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
8
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
9
Pricing and
hedging
Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
10
Pricing and
hedging
American and hybrid strangles with finite maturity
Abdou, Souleymane Laminou
;
Moraux, Franck
- In:
Journal of banking & finance
62
(
2016
),
pp. 112-125
Persistent link: https://www.econbiz.de/10011634074
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->