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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Financial+hedging"
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Subject
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Hedging
180
Theorie
113
Theory
113
Option pricing theory
101
Optionspreistheorie
101
Portfolio selection
45
Portfolio-Management
45
Stochastic process
44
Stochastischer Prozess
44
Derivat
42
Derivative
42
Option trading
31
Optionsgeschäft
31
Volatility
29
Volatilität
29
Black-Scholes model
24
Black-Scholes-Modell
24
Incomplete market
23
Unvollkommener Markt
23
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21
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21
hedging
15
Martingal
11
Martingale
11
CAPM
9
Credit risk
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9
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Zinsstruktur
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Mathematical programming
6
Mathematische Optimierung
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6
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179
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English
180
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Madan, Dilip B.
4
Arai, Takuji
3
Carr, Peter
3
Hess, Markus
3
Hobson, David G.
3
Kabanov, Jurij M.
3
Kallsen, Jan
3
Melʹnikov, Aleksandr V.
3
Platen, Eckhard
3
Schoutens, Wim
3
Schweizer, Martin
3
Wilmott, Paul
3
Černý, Aleš
3
Ankirchner, Stefan
2
Aurell, Erik
2
Bermin, Hans-Peter
2
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Charpin, Françoise
2
Crépey, S.
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Dolinsky, Yan
2
Elliott, Robert J.
2
Frey, Rüdiger
2
Gulko, Les
2
Heath, David C.
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Pagès, Gilles
2
Pennanen, Teemu
2
Pham, Huyên
2
Renault, Eric
2
Rogers, Leonard C. G.
2
Rutkowski, Marek
2
Siu, Tak Kuen
2
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
329
Energy economics
116
Journal of banking & finance
113
Finance research letters
104
International review of financial analysis
79
Finance and stochastics
73
International review of economics & finance : IREF
73
Insurance / Mathematics & economics
68
NBER working paper series
65
Journal of financial economics
61
The review of financial studies
56
Applied economics
55
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
53
Journal of multinational financial management
51
Applied mathematical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
47
Journal of economic dynamics & control
46
European journal of operational research : EJOR
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
The European journal of finance
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Quantitative finance
40
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
Risks : open access journal
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Applied financial economics
35
American journal of agricultural economics
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Journal of international money and finance
32
Discussion paper / Centre for Economic Policy Research
31
The journal of corporate finance : contracting, governance and organization
31
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ECONIS (ZBW)
180
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21
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
22
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
23
Simplified hedge for path-dependent derivatives
Bernard, Carole
;
Tang, Junsen
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011568749
Saved in:
24
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
25
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
26
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
27
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
28
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
29
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
30
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
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