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Derivative
Mathematical programming
Hedging
73
Theorie
53
Theory
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Option pricing theory
30
Optionspreistheorie
30
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Hobson, David G.
2
Backhoff, Julio Daniel
1
Bartl, Daniel
1
Beiglböck, Mathias
1
Benth, Fred Espen
1
Bouchard, Bruno
1
Campi, Luciano
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Dang, Ngoc-minh
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Eder, Manu
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Goll, Thomas
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1
Nutz, Marcel
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Obłój, Jan
1
Rüschendorf, Ludger
1
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Finance and stochastics
The journal of futures markets
111
Energy economics
78
International journal of theoretical and applied finance
42
Journal of banking & finance
38
International review of financial analysis
31
International review of economics & finance : IREF
23
Finance research letters
21
European journal of operational research : EJOR
20
Applied mathematical finance
19
Quantitative finance
19
Applied economics
17
Economic modelling
15
The European journal of finance
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Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
American journal of agricultural economics
13
Journal of economic dynamics & control
13
Journal of financial economics
13
Review of derivatives research
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Working paper
13
Computational economics
12
Research in international business and finance
12
Applied financial economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of commodity markets
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Applied economics letters
10
Review of quantitative finance and accounting
10
The energy journal
10
European financial management : the journal of the European Financial Management Association
9
Insurance / Mathematics & economics
9
NBER working paper series
9
Research paper series / Swiss Finance Institute
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
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1
Adapted Wasserstein distances and stability in mathematical finance
Backhoff, Julio Daniel
;
Bartl, Daniel
;
Beiglböck, Mathias
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 601-632
Persistent link: https://www.econbiz.de/10012518060
Saved in:
2
Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
Saved in:
3
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:
4
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
5
Change of numeraire in the two-marginals martingale transport problem
Campi, Luciano
;
Laachir, Ismail
;
Martini, Claude
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011944399
Saved in:
6
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:
7
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:
8
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
9
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
Saved in:
10
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
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