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~isPartOf:"Risk and decision analysis"
~subject:"Foreign exchange management"
~subject:"Hedgefonds"
~subject:"Optionspreistheorie"
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Foreign exchange management
Hedgefonds
Optionspreistheorie
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12
Option pricing theory
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stochastic interest rate
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Li, Lide
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Melʹnikov, Aleksandr V.
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Stojanovic, Srdjan
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Tong, Shuo
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Caramellino, Lucia
1
Glazyrina, Anna
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Göncü, Ahmet
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Risk and decision analysis
International journal of theoretical and applied finance
64
Journal of banking & finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
The journal of futures markets
39
Applied mathematical finance
30
Finance and stochastics
30
Quantitative finance
29
Insurance / Mathematics & economics
21
Journal of financial economics
20
Journal of multinational financial management
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of economic dynamics & control
17
Finance research letters
16
International review of financial analysis
16
Review of derivatives research
16
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
14
International review of economics & finance : IREF
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
NBER working paper series
13
Risks : open access journal
13
European financial management : the journal of the European Financial Management Association
11
European journal of operational research : EJOR
11
Journal of financial and quantitative analysis : JFQA
11
Applied economics
10
Computational economics
10
Energy economics
10
Hedge funds : structure, strategies, and performance
10
Swiss Finance Institute Research Paper
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
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CoFE discussion papers
9
Journal of derivatives & hedge funds
9
Journal of empirical finance
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Mathematical methods of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
2
Pricing portfolios of contracts on cumulative temperature with risk premium determination
Stojanovic, Srdjan
;
Göncü, Ahmet
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10010492577
Saved in:
3
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
4
On calendar energy options
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
4
(
2013
)
4
,
pp. 225-233
Persistent link: https://www.econbiz.de/10010475802
Saved in:
5
Any-utility neutral and indifference pricing and hedging
Stojanovic, Srdjan
- In:
Risk and decision analysis
4
(
2013
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10009782551
Saved in:
6
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
7
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
8
Monte Carlo methods for pricing and hedging American options in high dimension
Caramellino, Lucia
;
Zanette, Antonino
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 207-220
Persistent link: https://www.econbiz.de/10009537820
Saved in:
9
On hedging spark spread options in electricity markets
Li, Lide
;
Kleindorfer, Paul R.
- In:
Risk and decision analysis
1
(
2009
)
4
,
pp. 211-220
Persistent link: https://www.econbiz.de/10009300926
Saved in:
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