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~isPartOf:"Finance and stochastics"
~subject:"Optimal transport"
~subject:"Option trading"
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Search: "Hedging"
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Optimal transport
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
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
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Black-Scholes model
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Black-Scholes-Modell
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Martingale optimal transport
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14
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Hobson, David G.
3
Backhoff, Julio Daniel
1
Bartl, Daniel
1
Beiglböck, Mathias
1
Benth, Fred Espen
1
Bouchard, Bruno
1
Campi, Luciano
1
Carr, Peter
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
Eder, Manu
1
Fisher, Travis
1
Frey, RĂĽdiger
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Laachir, Ismail
1
Martini, Claude
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Pham, HuyĂŞn
1
Ruf, Johannes
1
Soner, Halil Mete
1
Tan, Xiaolu
1
Touzi, Nizar
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Finance and stochastics
The journal of futures markets
23
International journal of theoretical and applied finance
21
Journal of banking & finance
12
Quantitative finance
12
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
International review of economics & finance : IREF
8
Applied mathematical finance
5
Journal of financial economics
5
Journal of financial markets
5
The North American journal of economics and finance : a journal of financial economics studies
5
wi - Wirtschaft
5
Always learning
4
Computational economics
4
Finance research letters
4
Journal of risk
4
Research paper series / Swiss Finance Institute
4
The journal of computational finance
4
Working paper / National Bureau of Economic Research, Inc.
4
Energy economics
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Internationale StandardlehrbĂĽcher der Wirtschafts- und Sozialwissenschaften
3
Journal of economic dynamics & control
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
3
NBER working paper series
3
Risk and decision analysis
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advanced series on statistical science & applied probability
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
14
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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
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
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:
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
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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