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~subject:"Optionspreistheorie"
~type_genre:"Conference paper"
~type_genre:"Sammlung"
~type_genre:"Systematic review"
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Search: subject_exact:"Commodity hedging"
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Optionspreistheorie
Hedging
84
Theorie
39
Theory
39
USA
22
United States
22
Derivat
21
Derivative
21
Option pricing theory
20
Risikomanagement
20
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20
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18
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18
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15
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15
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12
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10
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8
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8
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8
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6
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Option trading
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Optionsgeschäft
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5
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644
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159
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67
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Amilon, Henrik
1
Armstrong, John
1
Bielecki, Tomasz R.
1
Canabarro, Eduardo Antonio Duarte
1
Deelstra, Griselda
1
Delage, Erick
1
Detering, Nils
1
Dhaene, Jan
1
Dorfleitner, Gregor
1
Errais, Eymen
1
Fontana, Claudio
1
Gerer, Johannes
1
Goudenege, Ludovic
1
Grbac, Zorana
1
Hennessy, David A.
1
Horn, David
1
Lange, Nina
1
Li, Jonathan Yu-Meng
1
Marzban, Saeed
1
Molent, Andrea
1
Pennanen, Teemu
1
Rakwongwan, Udomsak
1
Rutkowski, Marek
1
Rüschendorf, Ludger
1
Schmidt, Thorsten
1
Seeger, Norman
1
Sottinen, Tommi
1
Su, Xia
1
Vanmaele, Michèle
1
Viitasaari, Lauri
1
Wolf, Viktor
1
Xiao, Yajun
1
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1
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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
Lund economic studies
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
PhD series / Copenhagen Business School
1
Quantitative finance
1
Springer finance
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ECONIS (ZBW)
20
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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
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
Saved in:
4
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:
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
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:
7
Correlation in energy markets
Lange, Nina
-
2016
-
1st edition
Persistent link: https://www.econbiz.de/10011823798
Saved in:
8
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:
9
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:
10
Essays on basket options hedging and irreversible investment valuation
Su, Xia
-
2008
Persistent link: https://www.econbiz.de/10003740774
Saved in:
1
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