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~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Financial+hedging"
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Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivat
34
Derivative
34
Portfolio selection
30
Portfolio-Management
30
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18
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hedging
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114
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115
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Arai, Takuji
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Hess, Markus
3
Melʹnikov, Aleksandr V.
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Aurell, Erik
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Bielecki, Tomasz R.
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Carr, Peter
2
Charpin, Françoise
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Crépey, S.
2
Elliott, Robert J.
2
Gulko, Les
2
Hobson, David G.
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Hubalek, Friedrich
2
Hughston, Lane P.
2
Jeanblanc, Monique
2
Kohlmann, Michael
2
Lacaze, Dominique
2
Meyer-Brandis, Thilo
2
Rutkowski, Marek
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tevzadze, Revaz
2
Wilmott, Paul
2
Yamazaki, Akira
2
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1
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1
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1
Bouveret, Géraldine
1
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1
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International journal of theoretical and applied finance
The journal of futures markets
331
Energy economics
117
Journal of banking & finance
113
Finance research letters
112
International review of financial analysis
88
International review of economics & finance : IREF
81
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
61
Applied economics
56
The review of financial studies
56
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
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
48
Journal of economic dynamics & control
47
European journal of operational research : EJOR
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
NBER Working Paper
43
Research paper series / Swiss Finance Institute
42
Quantitative finance
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
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
37
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
33
Discussion paper / Centre for Economic Policy Research
31
The journal of corporate finance : contracting, governance and organization
31
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ECONIS (ZBW)
115
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115
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
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:
3
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
4
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
5
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:
6
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
7
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:
8
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
9
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
10
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:
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