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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Currency derivative"
~subject:"Transaktionskosten"
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Currency derivative
Transaktionskosten
Hedging
115
Option pricing theory
63
Optionspreistheorie
63
Theorie
57
Theory
57
Derivat
35
Derivative
35
Portfolio selection
30
Portfolio-Management
30
Stochastic process
30
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30
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21
Optionsgeschäft
21
Volatility
18
Volatilität
18
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16
Black-Scholes-Modell
16
Incomplete market
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Unvollkommener Markt
16
hedging
12
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Kreditrisiko
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Fournié, Michel
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International journal of theoretical and applied finance
The journal of futures markets
44
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
8
Journal of international money and finance
8
Journal of economic dynamics & control
7
Research paper series / Swiss Finance Institute
7
Advances in futures and options research : a research annual
6
Finance research letters
6
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
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6
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6
Global finance journal
5
Journal of banking & finance
5
The European journal of finance
5
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4
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4
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4
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4
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3
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3
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3
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3
IMF working papers
3
International journal of business
3
International journal of finance & economics : IJFE
3
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3
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3
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1
Conditional-mean
hedging
under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
2
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:
3
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:
4
Dynamic conic finance : pricing and
hedging
in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
5
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
6
The best
hedging
strategy in the presence of transaction costs
Zakamouline, Valeri
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 833-860
Persistent link: https://www.econbiz.de/10003911245
Saved in:
7
The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs
Chen, Guan-Yu
;
Palmer, Kem
;
Sheu, Yuan-Chung
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 55-85
Persistent link: https://www.econbiz.de/10003692725
Saved in:
8
Optimal
hedging
of derivatives with transaction costs
Aurell, Erik
;
Muratore-Ginanneschi, Paolo
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1051-1069
Persistent link: https://www.econbiz.de/10003424366
Saved in:
9
High order compact finite difference schemes for a nonlinear black-scholes equation
Düring, Bertram
;
Fournié, Michel
;
Jüngel, Ansgar
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001820885
Saved in:
10
A network model for foreign exchange arbitrage,
hedging
and speculation
Jones, C. Kenneth
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 837-852
Persistent link: https://www.econbiz.de/10001632641
Saved in:
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