//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Derivat"
~subject:"United States"
~subject:"Währungsmanagement"
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:"Rohstoff-Hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
United States
Währungsmanagement
Hedging
40
Option pricing theory
26
Optionspreistheorie
26
Derivative
16
Portfolio selection
14
Portfolio-Management
14
Experiment
11
Option trading
11
Optionsgeschäft
11
Stochastic process
11
Stochastischer Prozess
11
Theorie
9
Theory
9
Risikomanagement
7
Risk management
7
Volatility
7
Volatilität
7
Black-Scholes model
6
Black-Scholes-Modell
6
Risiko
6
Risk
6
Learning process
5
Lernprozess
5
Analysis
3
CAPM
3
Deep learning
3
Delta hedging
3
Estimation
3
Incomplete market
3
Machine learning
3
Mathematical analysis
3
Reinforcement learning
3
Risikomaß
3
Risk measure
3
Schätzung
3
Unvollkommener Markt
3
Anlageverhalten
2
Artificial intelligence
2
Behavioural finance
2
more ...
less ...
Online availability
All
Undetermined
11
Free
5
Type of publication
All
Article
15
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
1
Language
All
English
16
Author
All
Delage, Erick
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Alexander, Carol
1
Bao, Li
1
Benth, Fred Espen
1
Bunn, Derek W.
1
Carbonneau, Alexandre
1
Cheung, William Ming Yan
1
Christensen, Troels Sønderby
1
De Spiegeleer, Jan
1
Dempster, Michael A. H.
1
Gang, Jianhua
1
Glau, Kathrin
1
Godin, Frédéric
1
Guo, Jie Michael
1
Halperin, Igor
1
Hu, Nan
1
Härdle, Wolfgang
1
Imeraj, Arben
1
Kanniainen, Juho
1
Liu, Francis
1
Lu, Meng-Jou
1
Madan, Dilip B.
1
Matsumoto, Takuji
1
Mikkilä, Oskari
1
Orłowski, Piotr
1
Pachón, Ricardo
1
Packham, Natalie
1
Pötz, Christian
1
Reyners, Sofie
1
Rohde, Victor
1
Schoutens, Wim
1
Tang, Ke
1
Unger, Stephan
1
Utham, Vinay
1
Yamada, Yuji
1
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Quantitative finance
The journal of futures markets
195
Energy economics
53
Journal of banking & finance
42
International journal of theoretical and applied finance
35
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.
31
Journal of multinational financial management
30
International review of economics & finance : IREF
26
International review of financial analysis
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of financial and quantitative analysis : JFQA
21
Finance research letters
19
Advances in futures and options research : a research annual
17
American journal of agricultural economics
17
Journal of financial economics
17
Applied economics
16
The journal of corporate finance : contracting, governance and organization
16
The journal of fixed income
16
Applied mathematical finance
15
The European journal of finance
14
Working paper
14
Applied financial economics
13
Journal of risk and financial management : JRFM
13
NBER working paper series
13
Review of quantitative finance and accounting
13
The North American journal of economics and finance : a journal of financial economics studies
13
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Agricultural finance review
10
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
10
Discussion paper / Centre for Economic Policy Research
10
European financial management : the journal of the European Financial Management Association
10
Journal of economic dynamics & control
10
Journal of international money and finance
10
Research in international business and finance
10
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
European journal of operational research : EJOR
9
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
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:
7
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:
8
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:
9
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:
10
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->