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~isPartOf:"Finance and stochastics"
~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Option trading
Rohstoffderivat
Hedging
119
Theorie
69
Theory
69
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
37
Portfolio-Management
37
Risiko
18
Risk
18
Derivat
17
Derivative
17
Stochastic process
16
Stochastischer Prozess
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Optionsgeschäft
15
Transaction costs
15
Transaktionskosten
15
Martingal
14
Martingale
14
CAPM
12
Risikomanagement
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hedging
10
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9
Hedgefonds
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English
19
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Hobson, David G.
3
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Benth, Fred Espen
1
Bouchard, Bruno
1
Carr, Peter
1
Chen, Fei
1
Cherny, Alexander S.
1
Choudhry, Taufiq
1
Conlon, Thomas
1
Cotter, John
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
Fisher, Travis
1
Frey, Rüdiger
1
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1
Gerrard, Russell
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Kyriakou, Ioannis
1
Laurence, Peter
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Pham, Huyên
1
Romagnoli, Silvia
1
Ruf, Johannes
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Soner, Halil Mete
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Sutcliffe, Charles M. S.
1
Tan, Xiaolu
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Touzi, Nizar
1
Wang, Liao
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Finance and stochastics
The European journal of finance
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
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
European journal of operational research : EJOR
5
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 energy journal
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The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
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Always learning
4
Applied economics letters
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Cogent economics & finance
4
Computational economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
19
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date (oldest first)
1
Commodity futures
hedging
, risk aversion and the
hedging
horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
2
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:
3
Hedging
of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
4
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:
5
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:
6
A generalized approach to optimal
hedging
with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
7
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:
8
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:
9
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
10
Better cross hedges with composite
hedging
? :
hedging
equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
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