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~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Black-Scholes model"
~subject:"Derivat"
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Search: subject_exact:"Financial+hedging"
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Black-Scholes model
Derivat
Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivative
34
Portfolio selection
30
Portfolio-Management
30
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20
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hedging
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Aurell, Erik
2
Crépey, S.
2
Gulko, Les
2
Hess, Markus
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1
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International journal of theoretical and applied finance
The journal of futures markets
99
Energy economics
43
Journal of banking & finance
30
Applied mathematical finance
20
Quantitative finance
20
International review of financial analysis
19
Finance research letters
18
International review of economics & finance : IREF
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
The European journal of finance
15
Journal of multinational financial management
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of financial economics
12
Applied economics
11
Journal of risk and financial management : JRFM
11
Working paper
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Review of quantitative finance and accounting
10
Applied financial economics
9
Computational economics
9
Journal of economic dynamics & control
9
Review of derivatives research
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European financial management : the journal of the European Financial Management Association
8
European journal of operational research : EJOR
8
Insurance / Mathematics & economics
8
International journal of financial engineering
8
NBER working paper series
8
The journal of corporate finance : contracting, governance and organization
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Advances in futures and options research : a research annual
7
Annals of finance
7
Economic modelling
7
Finance and stochastics
7
Investment management and financial innovations
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ECONIS (ZBW)
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1
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
2
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
3
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
4
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
5
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
6
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
7
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
8
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Saved in:
9
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:
10
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:
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