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~isPartOf:"Finance and stochastics"
~subject:"Martingal"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Martingal
Option trading
Rohstoffderivat
Hedging
73
Theorie
52
Theory
52
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Martingale
14
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
Optionsgeschäft
12
Risiko
10
Risk
10
CAPM
8
Mathematical programming
7
Mathematische Optimierung
7
Financial economics
6
Kapitalmarkttheorie
6
Pricing-hedging duality
5
Derivat
4
Derivative
4
Risikomanagement
4
Risk management
4
Risk measure
4
Robust hedging
4
Volatility
4
Volatilität
4
Arbitrage
3
Arbitrage Pricing
3
Arbitrage pricing
3
Black-Scholes model
3
Black-Scholes-Modell
3
Dynamic programming
3
Martingale optimal transport
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Optimal transport
3
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English
23
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Hobson, David G.
3
Carr, Peter
2
Hou, Zhaoxu
2
Obłój, Jan
2
Bartl, Daniel
1
Bender, Christian
1
Benth, Fred Espen
1
Blanchet-Scalliet, Christophette
1
Bouchard, Bruno
1
Campi, Luciano
1
Cherny, Alexander S.
1
Cox, Alexander M. G.
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Doldi, Alessandro
1
Dolinsky, Yan
1
Fisher, Travis
1
Frey, Rüdiger
1
Frittelli, Marco
1
Goll, Thomas
1
Jeanblanc, Monique
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Kupper, Michael
1
Laachir, Ismail
1
Lee, Roger
1
Martini, Claude
1
Mulinacci, Sabrina
1
Møller, Thomas
1
Neuberger, Anthony
1
Pham, Huyên
1
Prömel, David Johannes
1
Ruf, Johannes
1
Rüschendorf, Ludger
1
Soner, Halil Mete
1
Sottinen, Tommi
1
Tan, Xiaolu
1
Tangpi, Ludovic
1
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Finance and stochastics
The journal of futures markets
52
Energy economics
34
International journal of theoretical and applied finance
27
Journal of banking & finance
22
International review of economics & finance : IREF
21
International review of financial analysis
16
Finance research letters
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Quantitative finance
13
Applied economics
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Applied mathematical finance
10
Economic modelling
10
Research paper series / Swiss Finance Institute
9
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
Swiss Finance Institute Research Paper
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Applied financial economics
6
European journal of operational research : EJOR
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Journal of financial economics
6
Journal of risk
6
Journal of risk and financial management : JRFM
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 economic dynamics & control
5
NBER working paper series
5
The energy journal
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
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ECONIS (ZBW)
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1
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
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
Entropy martingale optimal transport and nonlinear pricing-
hedging
duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
4
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:
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
Robust pricing and
hedging
under trading restrictions and the emergence of local martingale models
Cox, Alexander M. G.
;
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 669-704
Persistent link: https://www.econbiz.de/10011531314
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
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:
9
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:
10
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:
1
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