//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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:"currency hedging"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
65
Theorie
58
Theory
58
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
15
Portfolio-Management
15
Stochastic process
14
Stochastischer Prozess
14
Transaction costs
13
Transaktionskosten
13
Option trading
11
Optionsgeschäft
11
Volatility
11
Volatilität
11
Black-Scholes model
8
Black-Scholes-Modell
8
Derivat
8
Derivative
8
Incomplete market
7
Unvollkommener Markt
7
CAPM
4
Risiko
4
Risk
4
Börsenkurs
3
Dual optimization problem
3
Duales Optimierungsproblem
3
Martingal
3
Martingale
3
Search theory
3
Share price
3
Suchtheorie
3
Yield curve
3
Zinsstruktur
3
hedging
3
transaction costs
3
Arbitrage
2
Currency derivative
2
Devisenmarkt
2
Foreign exchange market
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
65
Author
All
Kabanov, Jurij M.
3
Kallsen, Jan
3
Madan, Dilip B.
3
Černý, Aleš
3
Bermin, Hans-Peter
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Dolinsky, Yan
2
Frey, Rüdiger
2
Pagès, Gilles
2
Platen, Eckhard
2
Renault, Eric
2
Rogers, Leonard C. G.
2
Schweizer, Martin
2
Touzi, Nizar
2
Ankirchner, Stefan
1
Aïd, René
1
Bally, Vlad
1
Bank, Peter
1
Bardou, O.
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Brace, Alan
1
Brown, Haydyn
1
Campi, Luciano
1
Carr, Peter
1
Chalasani, Prasad
1
Corielli, Francesco
1
Crépey, Stéphane
1
Du, Ke
1
Frikha, N.
1
Garcia, René
1
Geman, Hélyette
1
Gobet, Emmanuel
1
Gouriéroux, Christian
1
Grandits, Peter
1
Grannan, E. R.
1
Guasoni, Paolo
1
Guéant, Olivier
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
331
Energy economics
117
International journal of theoretical and applied finance
115
Journal of banking & finance
113
Finance research letters
111
International review of financial analysis
88
International review of economics & finance : IREF
78
Finance and stochastics
73
Insurance / Mathematics & economics
68
NBER working paper series
66
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
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
3
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
6
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
7
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->