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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Derivat"
~subject:"United States"
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Derivat
United States
Hedging
49
Theorie
31
Theory
31
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
15
Optionspreistheorie
15
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Augustin, Patrick
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Beltratti, Andrea
1
Chang, Chien-hung
1
Cheng, Jun
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fouda, Henri
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1
Ibraimi, Meriton
1
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1
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1
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Siu, Tak Kuen
1
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1
To, Minh-chau
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Xu, Haohua
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Zenios, Stauros Andrea
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Journal of economic dynamics & control
The journal of futures markets
188
Energy economics
53
Journal of banking & finance
38
International journal of theoretical and applied finance
34
The review of financial studies
34
The journal of finance : the journal of the American Finance Association
31
Working paper / National Bureau of Economic Research, Inc.
30
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of multinational financial management
23
Journal of financial and quantitative analysis : JFQA
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Finance research letters
18
Advances in futures and options research : a research annual
17
American journal of agricultural economics
17
Journal of financial economics
17
Quantitative finance
17
Applied mathematical finance
16
The journal of fixed income
16
Applied economics
15
Working paper
14
Applied financial economics
13
Review of quantitative finance and accounting
13
The European journal of finance
13
The journal of corporate finance : contracting, governance and organization
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
NBER working paper series
11
Research in international business and finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Agricultural finance review
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Economic modelling
9
European journal of operational research : EJOR
9
Review of derivatives research
9
The journal of real estate finance and economics
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
3
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
4
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
5
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
6
On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alexandru
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
Saved in:
7
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
8
Scenario modelling for selective hedging strategies
Beltratti, Andrea
;
Laurant, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 955-974
Persistent link: https://www.econbiz.de/10001856027
Saved in:
9
Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri
;
Kryzanowski, Lawrence
;
To, Minh-chau
- In:
Journal of economic dynamics & control
25
(
2001
)
5
,
pp. 805-824
Persistent link: https://www.econbiz.de/10001561693
Saved in:
10
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
Saved in:
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