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~subject:"Optionspreistheorie"
~subject:"Yield curve"
~type_genre:"Conference paper"
~type_genre:"Systematic review"
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Search: subject_exact:"Commodity hedging"
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Optionspreistheorie
Yield curve
Hedging
31
Theorie
13
Theory
13
Option pricing theory
9
Risikomanagement
9
Risk management
9
Derivat
7
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7
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7
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2
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2
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2
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2
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2
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2
Index-Futures
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Mathematical finance
2
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1
Bielecki, Tomasz R.
1
Deelstra, Griselda
1
Delage, Erick
1
Dhaene, Jan
1
Fontana, Claudio
1
Goudenege, Ludovic
1
Grbac, Zorana
1
Li, Jonathan Yu-Meng
1
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1
Molent, Andrea
1
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1
Rakwongwan, Udomsak
1
Rutkowski, Marek
1
Rüschendorf, Ludger
1
Schmidt, Thorsten
1
Sottinen, Tommi
1
Vanmaele, Michèle
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Wolf, Viktor
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
2
Advanced mathematical methods for finance
1
Computational Management Science : CMS
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Springer finance
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ECONIS (ZBW)
9
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1
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
2
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
3
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
4
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
5
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
6
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
7
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
8
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
9
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
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