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~isPartOf:"Finance and stochastics"
~subject:"Option trading"
~subject:"Risk measure"
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Option trading
Risk measure
Hedging
73
Theorie
52
Theory
52
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Martingal
14
Martingale
14
Stochastic process
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Stochastischer Prozess
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Kapitalmarkttheorie
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Pricing-hedging duality
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Hobson, David G.
3
Cvitanić, Jakša
2
Benth, Fred Espen
1
Bouchard, Bruno
1
Carr, Peter
1
Cherny, Alexander S.
1
Denis, Emmanuel
1
Detering, Nils
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Dolinsky, Yan
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Fisher, Travis
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Pham, Huyên
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Tan, Xiaolu
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Finance and stochastics
The journal of futures markets
24
International journal of theoretical and applied finance
21
Journal of banking & finance
18
Quantitative finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
International review of economics & finance : IREF
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
8
Computational economics
7
Energy economics
7
Insurance / Mathematics & economics
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6
Journal of financial economics
6
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European journal of operational research : EJOR
5
Finance research letters
5
Journal of financial markets
5
Research in international business and finance
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
wi - Wirtschaft
5
Always learning
4
Economic modelling
4
International journal of financial engineering
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of risk and financial management : JRFM
4
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
4
Risk and decision analysis
4
The European journal of finance
4
The journal of computational finance
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of finance
3
DEM working paper series
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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ECONIS (ZBW)
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1
Risk arbitrage and
hedging
to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
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
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:
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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