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~person:"Brown, Gregory W."
~person:"Fabozzi, Frank J."
~person:"Kabanov, Jurij M."
~person:"Kallsen, Jan"
~subject:"Derivat"
~subject:"Transaktionskosten"
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Search: subject:"Hedging"
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Derivat
Transaktionskosten
Hedging
60
Theorie
25
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25
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20
Option pricing theory
20
Optionspreistheorie
20
Portfolio selection
18
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18
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14
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9
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34
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Brown, Gregory W.
Fabozzi, Frank J.
Kabanov, Jurij M.
Kallsen, Jan
Lien, Da-hsiang Donald
39
Broll, Udo
27
Hull, John
26
Kit, Pong Wong
22
Cotter, John
9
Kavussanos, Manolis G.
9
Welzel, Peter
9
Zilcha, Itzhak
9
Alexander, Carol
8
Benth, Fred Espen
8
Deutsch, Hans-Peter
8
Korn, Olaf
8
Lepinette, Emmanuel
8
Minton, Bernadette A.
8
Wahl, Jack E.
8
Adam-Müller, Axel F. A.
7
Bartram, Söhnke M.
7
Gündüz, Yalın
7
Kleshchelski, Isaac
7
Leistikow, Dean
7
Madan, Dilip B.
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Yamada, Yuji
7
Acharya, Viral V.
6
Bouchard, Bruno
6
Chen, Ren-Raw
6
Conlon, Thomas
6
Godin, Frédéric
6
Hess, Markus
6
Kogan, Leonid
6
Lo, Andrew W.
6
Melʹnikov, Aleksandr V.
6
Prokopczuk, Marcel
6
Touzi, Nizar
6
Tse, Yiu Kuen
6
Barbi, Massimiliano
5
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of financial economics
2
The handbook of fixed income securities
2
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2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Economics letters
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
Review of derivatives research
1
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1
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1
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ECONIS (ZBW)
33
USB Cologne (EcoSocSci)
1
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
3
Resolving the Exposure Puzzle : The Many Facets of Exchange Rate Exposure
Bartram, Söhnke M.
-
2019
hedges. For a typical sample firm, pass-through and operational
hedging
each reduce exposure by 10% to 15%. Financial
hedging
…
Persistent link: https://www.econbiz.de/10012906218
Saved in:
4
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
5
Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
6
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
-
2012
presence of a random endowment, we obtain asymptotic formulas for utility indi erence prices and
hedging
strategies in the …
Persistent link: https://www.econbiz.de/10009684284
Saved in:
7
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
9
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
10
Essential supremum and essential maximum with respect to random preference relations
Kabanov, Jurij M.
;
Lépinette, Emmanuel
- In:
Journal of mathematical economics
49
(
2013
)
6
,
pp. 488-495
Persistent link: https://www.econbiz.de/10010460320
Saved in:
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