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~person:"Föllmer, Hans"
~person:"Hecker, Thomas"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Strategie"
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Option pricing theory
Optionspreistheorie
Strategie
Hedging
19
Theorie
13
Theory
13
Portfolio selection
10
Portfolio-Management
10
Stochastic process
9
Stochastischer Prozess
9
Deutschland
4
Finanzmathematik
4
Germany
4
Mathematical finance
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Stochastisches Modell
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stochastic volatility
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Derivat
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Derivative
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Dynamische Wirtschaftstheorie
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Finanzierungstheorie
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Strategy
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Intertemporale Entscheidung
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Nachfragetheorie des Haushalts
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Neyman Pearson lemma
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Risiko
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Risk
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Risk measure
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convex duality
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efficient hedges
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lower partial moments
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Föllmer, Hans
Hecker, Thomas
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
Kallsen, Jan
10
Černý, Aleš
10
Branger, Nicole
9
Frey, Rüdiger
9
Soner, Halil Mete
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
Touzi, Nizar
6
Wilmott, Paul
6
Zhou, Zhou
6
Arai, Takuji
5
Badescu, Alexandru
5
Bajo, Emanuele
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / B
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
Finanzwirtschaft, Finanzdienstleistungen, empirische Wirtschaftsforschung
1
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ECONIS (ZBW)
6
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1
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
hedging
derivatives and of intertemporal consumption choice. …
Persistent link: https://www.econbiz.de/10009612020
Saved in:
2
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:
3
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
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
Efficient
hedging
: cost versus shortfall risk
Föllmer, Hans
;
Leukert, Peter
-
1999
Persistent link: https://www.econbiz.de/10001377674
Saved in:
6
Hedging
of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
Saved in:
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