//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Wiley trading series"
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Derivat
246
Derivative
246
Option pricing theory
73
Optionspreistheorie
73
Theorie
70
Theory
70
Volatility
55
Volatilität
55
Credit risk
39
Kreditrisiko
39
USA
34
United States
34
Stochastic process
31
Stochastischer Prozess
31
Option trading
30
Optionsgeschäft
30
Portfolio selection
26
Portfolio-Management
26
Yield curve
23
Zinsstruktur
23
Risikomanagement
22
Risk management
22
Börsenkurs
21
Share price
21
Futures
20
Credit derivative
17
Estimation
17
Kreditderivat
17
Schätzung
17
Anlageverhalten
16
Behavioural finance
16
Commodity derivative
16
Rohstoffderivat
16
CAPM
15
Risikoprämie
15
Risk premium
15
Welt
14
World
14
Capital income
12
more ...
less ...
Online availability
All
Undetermined
23
Free
5
Type of publication
All
Article
43
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
1
Language
All
English
47
Author
All
Dark, Jonathan
2
Delage, Erick
2
Fernandez-Perez, Adrian
2
Fuertes, Ana María
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Miffre, Joëlle
2
Sinclair, Euan
2
Yamada, Yuji
2
Adam-Müller, Axel F. A.
1
Akhigbe, Aigbe O.
1
Alexander, Carol
1
Bao, Li
1
Barsotti, Flavia
1
Benninga, Simon
1
Benth, Fred Espen
1
Bunn, Derek W.
1
Carbonneau, Alexandre
1
Chang, Feng-yi
1
Chang, Ya-kai
1
Chen, Yu-lun
1
Cheung, William Ming Yan
1
Chou, Robin K.
1
Christensen, Troels Sønderby
1
Chung, San-lin
1
Cici, Gjergji
1
De Spiegeleer, Jan
1
Del Viva, Luca
1
Dempster, Michael A. H.
1
Dias, José Carlos
1
Fernando, Chitru S.
1
Figlewski, Stephen
1
Forsyth, Peter A.
1
Freund, Steven
1
Frijns, Bart
1
Gang, Jianhua
1
García, Philip
1
Gatzert, Nadine
1
Gau, Yin-feng
1
Glau, Kathrin
1
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Journal of banking & finance
Quantitative finance
Wiley trading series
The journal of futures markets
109
Energy economics
44
International journal of theoretical and applied finance
34
International review of economics & finance : IREF
19
International review of financial analysis
18
Finance research letters
16
Journal of multinational financial management
16
Applied mathematical finance
14
The European journal of finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
13
Journal of financial economics
13
Applied financial economics
11
Journal of risk and financial management : JRFM
11
The journal of finance : the journal of the American Finance Association
11
Working paper
10
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Economic modelling
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
NBER working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of corporate finance : contracting, governance and organization
8
Annals of finance
7
European financial management : the journal of the European Financial Management Association
7
Insurance / Mathematics & economics
7
International journal of financial engineering
7
Investment management and financial innovations
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial markets
7
Journal of international money and finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
5
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
6
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
7
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
8
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->