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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~language:"eng"
~subject:"Hedging"
~subject:"Markov-Kette"
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Hedging
Markov-Kette
Option trading
57
Optionsgeschäft
57
Option pricing theory
46
Optionspreistheorie
46
Theorie
34
Theory
34
Black-Scholes model
11
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11
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10
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Dolinsky, Yan
2
Brace, Alan
1
Brown, Haydyn
1
Chan, Leunglung
1
Cvitanić, Jakša
1
Frey, Rüdiger
1
Guéant, Olivier
1
Hernández-Hernández, Daniel
1
Hobson, David G.
1
Hussain, S.
1
Iron, Yonathan
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Mijatovi´c, Aleksandar
1
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1
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1
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1
Pu, Jiang
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Rogers, Leonard C. G.
1
SenGupta, Indranil
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Shashiashvili, M.
1
Stremme, Alexander
1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
The journal of futures markets
25
International journal of theoretical and applied finance
23
Quantitative finance
13
Review of derivatives research
13
Finance and stochastics
12
Journal of banking & finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of economics & finance : IREF
8
Applied mathematical finance
6
Computational economics
6
Finance research letters
6
Journal of financial markets
6
Journal of economic dynamics & control
5
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of computational finance
5
Annals of finance
4
European journal of operational research : EJOR
4
International journal of financial engineering
4
Journal of risk
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
Working paper / National Bureau of Economic Research, Inc.
4
Asia-Pacific financial markets
3
Energy economics
3
Insurance / Mathematics & economics
3
International journal of theoretical and applied finance : IJTAF
3
Investment management and financial innovations
3
Journal of multinational financial management
3
Mathematical methods of operations research
3
NBER working paper series
3
Research paper series / Swiss Finance Institute
3
Review of Pacific Basin financial markets and policies
3
Risk and decision analysis
3
The journal of derivatives : JOD
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced series on statistical science & applied probability
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ECONIS (ZBW)
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1
Barndorff-Nielsen and Shephard model : oil hedging with variance swap and option
SenGupta, Indranil
;
Wilson, William W.
;
Nganje, William
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 209-226
Persistent link: https://www.econbiz.de/10012055793
Saved in:
2
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
Saved in:
4
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
5
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
6
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
7
Efficient hedging of European options with robust convex loss functionals : a dual-representation formula
Hernández-Hernández, Daniel
;
Treviño Aguilar, Erick
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10008935700
Saved in:
8
Perfect and partial hedging for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
Saved in:
9
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
10
Discrete time hedging of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
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