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~isPartOf:"Finance and stochastics"
~subject:"Mathematische Optimierung"
~subject:"Option trading"
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Mathematische Optimierung
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
Transaction costs
13
Transaktionskosten
13
Optionsgeschäft
12
Risiko
10
Risk
10
CAPM
8
Mathematical programming
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
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4
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4
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3
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3
Arbitrage pricing
3
Black-Scholes model
3
Black-Scholes-Modell
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Dynamic programming
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Martingale optimal transport
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English
18
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Hobson, David G.
3
Bouchard, Bruno
2
Backhoff, Julio Daniel
1
Bartl, Daniel
1
Beiglböck, Mathias
1
Benth, Fred Espen
1
Campi, Luciano
1
Carr, Peter
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Dang, Ngoc-minh
1
Denis, Emmanuel
1
Detering, Nils
1
Doldi, Alessandro
1
Dolinsky, Yan
1
Eder, Manu
1
Fisher, Travis
1
Frey, Rüdiger
1
Frittelli, Marco
1
Hou, Zhaoxu
1
Jiao, Ying
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Klopfenstein, Olivier
1
Laachir, Ismail
1
Martini, Claude
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Obłój, Jan
1
Pham, Huyên
1
Ruf, Johannes
1
Soner, Halil Mete
1
Tan, Xiaolu
1
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1
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Finance and stochastics
International journal of theoretical and applied finance
25
The journal of futures markets
25
Journal of banking & finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
European journal of operational research : EJOR
11
Quantitative finance
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Applied mathematical finance
7
Research paper series / Swiss Finance Institute
7
Computational economics
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Finance research letters
5
Insurance / Mathematics & economics
5
Journal of economic dynamics & control
5
Journal of financial economics
5
Journal of financial markets
5
Mathematical methods of operations research
5
Swiss Finance Institute Research Paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of computational finance
5
Working paper / National Bureau of Economic Research, Inc.
5
wi - Wirtschaft
5
Always learning
4
Energy economics
4
International journal of production economics
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
International journal of financial engineering
3
International journal of production research
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
NBER working paper series
3
Omega : the international journal of management science
3
Risk and decision analysis
3
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
18
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18
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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
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
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:
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
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:
10
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:
1
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