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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Hedging
45
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
320
Energy economics
126
International journal of theoretical and applied finance
119
Finance research letters
113
Journal of banking & finance
113
International review of financial analysis
90
International review of economics & finance : IREF
82
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75
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65
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61
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57
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54
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
39
Applied financial economics
35
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33
Journal of risk and financial management : JRFM
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The journal of corporate finance : contracting, governance and organization
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Global finance journal
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American journal of agricultural economics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Journal of empirical finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
45
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1
A general accurate approximation for pricing and
hedging
basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
A closed-form solution for the global quadratic
hedging
of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
Saved in:
3
On the estimation of the SABR model's beta parameter : the role of
hedging
in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
4
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
5
Robust risk estimation and
hedging
: a reverse stress testing approach
Kopeliovich, Yaacov
;
Novosyolov, Arcady
;
Satchkov, Daniel
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011399737
Saved in:
6
Stochastic alpha-beta-rho
hedging
for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
7
Hedging
through a limit order book with varying liquidity
Agliardi, Rossella
;
Gençay, Ramazan
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 32-49
Persistent link: https://www.econbiz.de/10011311420
Saved in:
8
Static
hedging
and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
9
Charm-adjusted delta and delta gamma
hedging
Mastinsek, Miklavz
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009671106
Saved in:
10
Pricing and
hedging
quanto forward-starting floating-strike Asian options
Chang, Chuang-chang
;
Liao, Tzu-hsiang
;
Tsao, Chueh-yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
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