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~person:"Carr, Peter"
~person:"Hull, John"
~subject:"Stochastischer Prozess"
~subject:"Terminmarkt"
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Search: subject_exact:"Rohstoff-Hedging"
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Stochastischer Prozess
Terminmarkt
Hedging
42
Optionspreistheorie
33
Option pricing theory
32
Option trading
30
Optionsgeschäft
30
Theorie
30
Theory
30
Derivat
28
Derivative
28
CAPM
24
Financial Futures
16
Derivat <Wertpapier>
9
Stochastic process
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Martingal
2
Martingale
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Swap
2
barrier options
2
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1
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1
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Carr, Peter
Hull, John
Kohlmann, Michael
13
Föllmer, Hans
9
Benth, Fred Espen
6
Hess, Markus
6
Kallsen, Jan
6
Melʹnikov, Aleksandr V.
6
Watson, Jean-Paul
6
Branger, Nicole
5
Elliott, Robert J.
5
Platen, Eckhard
5
Schoutens, Wim
5
Tang, Shanjian
5
Tankov, Peter
5
Woodruff, David L.
5
Černý, Aleš
5
Bouchard, Bruno
4
Chiarella, Carl
4
Ortega, Juan-Pablo
4
Schied, Alexander
4
Siu, Tak Kuen
4
Arai, Takuji
3
Badescu, Alexandru
3
Bos, Charles S.
3
Bueno-Guerrero, Alberto
3
Crainic, Teodor Gabriel
3
Crépey, Stéphane
3
Du, Ke
3
Ewald, Christian-Oliver
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Frey, Rüdiger
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Godin, Frédéric
3
Kirch, Michael
3
Koekebakker, Steen
3
Krutchenko, R. N.
3
Leitner, Johannes
3
Leukert, Peter
3
Leung, Tim
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International journal of theoretical and applied finance
2
Finance and stochastics
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of financial data science
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ECONIS (ZBW)
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1
Deep hedging of derivatives using reinforcement learning
Cao, Jay
;
Chen, Jacky
;
Hull, John
;
Poulos, Zissis
- In:
The journal of financial data science
3
(
2021
)
1
,
pp. 10-27
Persistent link: https://www.econbiz.de/10012486250
Saved in:
2
Fundamentals of futures and options markets
Hull, John
-
2017
-
Ninth edition
Persistent link: https://www.econbiz.de/10011377944
Saved in:
3
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
6
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
7
Fundamentals of futures and options markets
Hull, John
-
2011
-
7. ed., global ed.
Persistent link: https://www.econbiz.de/10003959819
Saved in:
8
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
9
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
10
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
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