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~person:"Föllmer, Hans"
~person:"Hecker, Thomas"
~person:"Touzi, Nizar"
~subject:"Optionspreistheorie"
~subject:"Strategie"
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Optionspreistheorie
Strategie
Hedging
31
Theorie
21
Theory
21
Portfolio selection
11
Portfolio-Management
11
Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
9
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8
Derivat
5
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4
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hedging
4
stochastic volatility
4
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dynamic programming
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electricity markets
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forward
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hedging options
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producers
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retailers
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spot
3
vertical integration
3
viscosity solutions
3
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Föllmer, Hans
Hecker, Thomas
Touzi, Nizar
Hull, John
26
Kohlmann, Michael
15
Melʹnikov, Aleksandr V.
14
Engle, Robert F.
13
Madan, Dilip B.
13
Rosenberg, Joshua V.
12
Alexander, Carol
11
Korn, Olaf
11
Schoutens, Wim
11
Hess, Markus
10
Branger, Nicole
9
Frey, Rüdiger
9
Kallsen, Jan
9
Soner, Halil Mete
9
Černý, Aleš
9
Carr, Peter
8
Deutsch, Hans-Peter
8
Dhaene, Jan
8
Elliott, Robert J.
8
Mahayni, Antje
8
Platen, Eckhard
8
Sommer, Daniel
8
Yang, Zhaojun
8
Bühler, Wolfgang
7
Dolinsky, Yan
7
Ewald, Christian-Oliver
7
Kaeck, Andreas
7
Leippold, Markus
7
Pedersen, Lasse Heje
7
Poteshman, Allen M.
7
Tang, Shanjian
7
Ziveyi, Jonathan
7
Bayraktar, Erhan
6
Tankov, Peter
6
Wilmott, Paul
6
Zhou, Zhou
6
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5
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5
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5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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2
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1
Discussion papers of interdisciplinary research project 373
1
Finanzwirtschaft, Finanzdienstleistungen, empirische Wirtschaftsforschung
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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ECONIS (ZBW)
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1
Option
hedging
for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
2
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
hedging
derivatives and of intertemporal consumption choice. …
Persistent link: https://www.econbiz.de/10009612020
Saved in:
3
Strategien von Futures und Options : zur Absicherung von Finanzvermögen und Währungsrisiken
Schmeisser, Wilhelm
;
Hecker, Thomas
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003055659
Saved in:
4
Efficient
hedging
: cost versus shortfall risk
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 117-146
Persistent link: https://www.econbiz.de/10001486684
Saved in:
5
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
Saved in:
6
Efficient
hedging
: cost versus shortfall risk
Föllmer, Hans
;
Leukert, Peter
-
1999
Persistent link: https://www.econbiz.de/10001377674
Saved in:
7
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
8
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
9
Option
hedging
and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
10
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
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