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~isPartOf:"Finance and stochastics"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Option trading
Rohstoffderivat
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
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4
Robust hedging
4
Volatility
4
Volatilität
4
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3
Arbitrage Pricing
3
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3
Black-Scholes model
3
Black-Scholes-Modell
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Hobson, David G.
3
Benth, Fred Espen
1
Bouchard, Bruno
1
Carr, Peter
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
Fisher, Travis
1
Frey, RĂĽdiger
1
Kabanov, Jurij M.
1
Klimmek, Martin
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Pham, HuyĂŞn
1
Ruf, Johannes
1
Soner, Halil Mete
1
Tan, Xiaolu
1
Touzi, Nizar
1
Wang, Liao
1
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Finance and stochastics
The journal of futures markets
50
Energy economics
31
Journal of banking & finance
22
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
20
International review of financial analysis
13
Quantitative finance
13
Finance research letters
11
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
Applied economics
10
Economic modelling
10
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
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied financial economics
6
Applied mathematical finance
6
International Journal of Energy Economics and Policy : IJEEP
6
Journal of commodity markets
6
Journal of financial economics
6
Journal of risk
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 risk and financial management : JRFM
5
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Cogent economics & finance
4
Computational economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Pricing and
hedging
European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
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