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~isPartOf:"Finance and stochastics"
~subject:"Option trading"
~subject:"Rohstoffderivat"
~subject:"Transaction costs"
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Option trading
Rohstoffderivat
Transaction costs
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
Transaktionskosten
13
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12
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10
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10
CAPM
8
Mathematical programming
7
Mathematische Optimierung
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Financial economics
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Kapitalmarkttheorie
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Pricing-hedging duality
5
Derivat
4
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Robust hedging
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23
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Kabanov, Jurij M.
5
Hobson, David G.
3
Stricker, Christophe
3
Bouchard, Bruno
2
Lépinette, Emmanuel
2
Rásonyi, Miklós
2
Benth, Fred Espen
1
Campi, Luciano
1
Carr, Peter
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
De Vallière, D.
1
De Vallière, Dimitry
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Denis, E.
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
Elie, Romuald
1
Fisher, Travis
1
Frey, Rüdiger
1
Grépat, Julien
1
Kabanov, Yuri
1
Kabanov, Yuri M.
1
Klimmek, Martin
1
Molčanov, Il'ja S.
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Pham, Huyên
1
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1
Schachermayer, Walter
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Soner, Halil Mete
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1
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Finance and stochastics
The journal of futures markets
53
Energy economics
32
International journal of theoretical and applied finance
28
International review of economics & finance : IREF
23
Journal of banking & finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
International review of financial analysis
17
Finance research letters
16
Quantitative finance
14
Applied economics
11
Economic modelling
11
Review of derivatives research
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of economic dynamics & control
10
Applied mathematical finance
8
Research paper series / Swiss Finance Institute
8
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Journal of financial economics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
Swiss Finance Institute Research Paper
7
The European journal of finance
7
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7
Applied financial economics
6
Computational economics
6
Economics Papers from University Paris Dauphine
6
European journal of operational research : EJOR
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Finance and Stochastics
6
Global finance journal
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Journal of risk
6
Mathematical methods of operations research
6
Physica A: Statistical Mechanics and its Applications
6
The journal of finance : the journal of the American Finance Association
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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
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
3
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:
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
Approximate
hedging
for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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