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~isPartOf:"Finance and stochastics"
~subject:"Derivat"
~subject:"Option trading"
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Derivat
Option trading
Hedging
73
Theorie
52
Theory
52
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Martingal
14
Martingale
14
Stochastic process
14
Stochastischer Prozess
14
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13
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Optionsgeschäft
12
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10
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10
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8
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7
Mathematische Optimierung
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6
Kapitalmarkttheorie
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Pricing-hedging duality
5
Derivative
4
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15
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Hobson, David G.
3
Benth, Fred Espen
1
Bouchard, Bruno
1
Carr, Peter
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
Fisher, Travis
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Frey, RĂĽdiger
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Goll, Thomas
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Kabanov, Jurij M.
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Klimmek, Martin
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Menegaux, Romain
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Nutz, Marcel
1
Pham, HuyĂŞn
1
Ruf, Johannes
1
RĂĽschendorf, Ludger
1
Soner, Halil Mete
1
Tan, Xiaolu
1
Touzi, Nizar
1
Wang, Liao
1
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Finance and stochastics
The journal of futures markets
115
International journal of theoretical and applied finance
51
Energy economics
44
Journal of banking & finance
38
Quantitative finance
24
International review of economics & finance : IREF
19
International review of financial analysis
19
Finance research letters
18
Review of derivatives research
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Journal of multinational financial management
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Applied mathematical finance
15
Journal of financial economics
15
The European journal of finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
12
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
11
Computational economics
10
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
NBER working paper series
10
Review of quantitative finance and accounting
10
Working paper
10
Applied financial economics
9
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Journal of risk
9
The journal of fixed income
9
Working paper / National Bureau of Economic Research, Inc.
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European financial management : the journal of the European Financial Management Association
8
Investment management and financial innovations
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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ECONIS (ZBW)
15
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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
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
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
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:
6
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:
7
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:
8
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:
9
Mean square error for the Leland-Lott
hedging
strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
10
A quasi-sure optional decomposition and super-
hedging
result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
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