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~person:"Frey, Rüdiger"
~person:"Jeanblanc, Monique"
~person:"Kallsen, Jan"
~subject:"Theorie"
~subject:"Volatilität"
~type:"article"
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Search: subject:"Hedging"
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Theorie
Volatilität
Hedging
27
Theory
17
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
8
Portfolio-Management
8
Derivat
5
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5
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5
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5
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4
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hedging
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discontinuous prices
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18
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Frey, Rüdiger
Jeanblanc, Monique
Kallsen, Jan
Broll, Udo
72
Lien, Da-hsiang Donald
56
Kit, Pong Wong
43
Wahl, Jack E.
28
Mensi, Walid
16
Hammoudeh, Shawkat
14
Kang, Sang Hoon
13
Zilcha, Itzhak
12
Alghalith, Moawia
10
Carr, Peter
10
Lioui, Abraham
10
Madan, Dilip B.
10
Adam-Müller, Axel F. A.
8
Cvitanić, Jakša
8
Kabanov, Jurij M.
8
Lai, Yu-Sheng
8
Lence, Sergio H.
8
Myers, Robert J.
8
Xuan Vinh Vo
8
Alexander, Carol
7
Bouri, Elie
7
Dionne, Georges
7
Eckwert, Bernhard
7
Hayes, Dermot James
7
Jarrow, Robert A.
7
Lee, Hsiang-Tai
7
Li, Johnny Siu-Hang
7
Poncet, Patrice
7
Yoon, Seong-min
7
Branger, Nicole
6
Breuer, Wolfgang
6
Fabozzi, Frank J.
6
Ghorbel, Ahmed
6
Ghosh, Dilip K.
6
Martellini, Lionel
6
McAleer, Michael
6
Moosa, Imad A.
6
Pham, Huyên
6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Paris Princeton lectures on mathematical finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied mathematical finance
1
Credit derivatives : the definitive guide
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
18
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1
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18
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1
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
2
Valuation and
hedging
of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
3
Hedging
CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
Saved in:
4
Dynamic
hedging
of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
5
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
6
Pricing corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
Saved in:
7
Hedging
by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
8
Mean-variance
hedging
and optimal investment in Heston's model with correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
9
Hazard rate for credit risk and
hedging
defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
Saved in:
10
Hedging
of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Paris Princeton lectures on mathematical finance
2
(
2003
),
pp. 1-132
Persistent link: https://www.econbiz.de/10009357101
Saved in:
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