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~person:"Fabozzi, Frank J."
~person:"Madan, Dilip B."
~subject:"Derivat"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
Volatilität
Hedging
27
Option pricing theory
10
Optionspreistheorie
10
Theorie
10
Theory
10
Derivative
7
Portfolio selection
6
Portfolio-Management
6
Volatility
5
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3
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3
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3
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American options
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Fabozzi, Frank J.
Madan, Dilip B.
Lien, Da-hsiang Donald
39
Kit, Pong Wong
17
Mensi, Walid
16
Kang, Sang Hoon
14
Hammoudeh, Shawkat
13
Broll, Udo
10
Lai, Yu-Sheng
8
Xuan Vinh Vo
8
Alexander, Carol
7
Benth, Fred Espen
7
Yamada, Yuji
7
Bartram, Söhnke M.
6
Ghorbel, Ahmed
6
Lee, Hsiang-Tai
6
Melʹnikov, Aleksandr V.
6
Yoon, Seong-min
6
Bouri, Elie
5
Brown, Gregory W.
5
Carr, Peter
5
Lin, Yueh-neng
5
Makar, Stephen D.
5
Nam, Jouahn
5
Nguyen, Duc Khuong
5
Nguyen, Hoa
5
Ranasinghe, Tharindra
5
Rossi Júnior, José Luiz
5
Tiwari, Aviral Kumar
5
Tse, Yiu Kuen
5
Wang, Yudong
5
Welzel, Peter
5
Yousaf, Imran
5
Zhang, Jin E.
5
Abakah, Emmanuel Joel Aikins
4
Adam-Müller, Axel F. A.
4
Alghalith, Moawia
4
Ali, Shoaib
4
Badescu, Alexandru
4
Branger, Nicole
4
Castelino, Mark G.
4
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The journal of derivatives : JOD
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of finance
1
Computational economics
1
International journal of financial engineering
1
Journal of economic dynamics & control
1
Quantitative finance
1
Review of derivatives research
1
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ECONIS (ZBW)
10
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1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
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
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:
4
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
5
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
6
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
7
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Saved in:
8
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
9
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
10
Hedging real estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
5
,
pp. 92-103
Persistent link: https://www.econbiz.de/10008654014
Saved in:
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