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Hedging
41
Option pricing theory
26
Optionspreistheorie
26
Derivat
16
Derivative
16
Portfolio selection
15
Portfolio-Management
15
Experiment
11
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11
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11
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11
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10
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10
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7
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6
Learning process
5
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5
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4
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4
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3
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3
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Delta hedging
3
Estimation
3
Incomplete market
3
Machine learning
3
Mathematical analysis
3
Reinforcement learning
3
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3
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40
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41
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Delage, Erick
2
Hilliard, Jimmy E.
2
Hilliard, Jitka
2
Li, Jonathan Yu-Meng
2
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2
Ni, Yinan
2
Wan, Justin W. L.
2
Akahori, J.
1
Alexander, Carol
1
Alonso-García, Jennifer
1
Augustyniak, Maciej
1
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1
Bao, Li
1
Barsotti, F.
1
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1
Beckmann, Joscha
1
Benth, Fred Espen
1
Berger, Theo
1
Buehler, Hans
1
Bunn, Derek W.
1
Carbonneau, Alexandre
1
Chan, Tat Lung
1
Chen, Yangang
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
331
IMF Working Papers
161
International journal of theoretical and applied finance
119
Energy economics
118
Journal of banking & finance
113
Finance research letters
106
International review of financial analysis
90
International review of economics & finance : IREF
79
Finance and stochastics
75
IMF Staff Country Reports
71
Insurance / Mathematics & economics
68
NBER working paper series
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
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64
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62
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58
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56
The review of financial studies
56
Working paper / National Bureau of Economic Research, Inc.
55
Journal of multinational financial management
51
The North American journal of economics and finance : a journal of financial economics studies
51
Applied mathematical finance
50
European journal of operational research : EJOR
48
The journal of finance : the journal of the American Finance Association
48
Journal of economic dynamics & control
47
International Journal of Theoretical and Applied Finance (IJTAF)
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
43
Finance and Stochastics
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
39
Risks : open access journal
39
Research in international business and finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Applied financial economics
35
Economics Papers from University Paris Dauphine
35
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ECONIS (ZBW)
41
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1
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:
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
Hedging
error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
4
Weighted variance swaps hedge against impermanent loss
Fukasawa, Masaaki
;
Maire, Basile
;
Wunsch, Marcus
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 901-911
Persistent link: https://www.econbiz.de/10014304393
Saved in:
5
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:
6
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:
7
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:
8
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
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:
10
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
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