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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of risk"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Option trading
Rohstoffderivat
Hedging
98
Theorie
61
Theory
61
Option pricing theory
35
Optionspreistheorie
35
Portfolio selection
31
Portfolio-Management
31
Optionsgeschäft
16
Stochastic process
16
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Robust hedging
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hedging
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Hobson, David G.
3
Benth, Fred Espen
1
Bouchard, Bruno
1
Carr, Peter
1
Chakir, Ahmed
1
Cherny, Alexander S.
1
Coleman, Thomas F.
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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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Finance and stochastics
Journal of risk
The journal of futures markets
51
Energy economics
32
Journal of banking & finance
22
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
21
International review of financial analysis
16
Finance research letters
14
Quantitative finance
13
Applied economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
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11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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10
The North American journal of economics and finance : a journal of financial economics studies
8
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8
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Working paper / National Bureau of Economic Research, Inc.
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Finance India : the quarterly journal of Indian Institute of Finance
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NBER working paper series
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wi - Wirtschaft
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Always learning
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ECONIS (ZBW)
19
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1
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:
2
Pricing and
hedging
options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3
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:
4
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:
5
Commodity risk
hedging
through risk sharing : reengineering Islamic forwards
Kafou, Ali
;
Chakir, Ahmed
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011438937
Saved in:
6
Mean-variance
hedging
with oil futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
7
Robust
hedging
with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
8
On the
hedging
of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
9
Numerical experiments on
hedging
cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
Saved in:
10
The efficient
hedging
problem for American options
Mulinacci, Sabrina
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
Saved in:
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