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~isPartOf:"Quantitative finance"
~subject:"ARCH-Modell"
~subject:"Derivat"
~subject:"World"
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Search: subject_exact:"Financial+hedging"
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ARCH-Modell
Derivat
World
Hedging
42
Option pricing theory
27
Optionspreistheorie
27
Derivative
17
Portfolio selection
15
Portfolio-Management
15
Option trading
12
Optionsgeschäft
12
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11
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11
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10
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7
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6
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5
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5
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4
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3
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3
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3
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3
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3
Mathematical analysis
3
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3
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3
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Delage, Erick
2
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1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bao, Li
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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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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1
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1
Guo, Zhiyu
1
Halperin, Igor
1
Hu, Nan
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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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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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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1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The journal of futures markets
122
Energy economics
76
Finance research letters
53
International review of financial analysis
45
International review of economics & finance : IREF
38
Journal of banking & finance
38
International journal of theoretical and applied finance
34
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27
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24
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22
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21
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21
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16
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15
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14
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13
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12
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11
Journal of economic dynamics & control
11
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11
Pacific-Basin finance journal
11
Review of quantitative finance and accounting
11
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11
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10
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ECONIS (ZBW)
19
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1
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:
2
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:
3
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:
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
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
7
Valuation and hedging of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
8
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:
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:
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