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Hedging
56
Option pricing theory
43
Optionspreistheorie
43
Volatility
30
Volatilität
30
Transaction costs
29
Transaktionskosten
29
Portfolio selection
28
Portfolio-Management
28
Theorie
26
Theory
26
Estimation
20
Schätzung
20
Derivat
17
Derivative
17
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16
ARCH-Modell
16
Option trading
15
Optionsgeschäft
15
Capital income
13
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13
Stochastic process
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Stochastischer Prozess
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Risiko
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Risk
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Commodity derivative
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transaction costs
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Risikomaß
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Risk management
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Risk measure
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Behavioural finance
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English
124
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Goodwin, Barry K.
4
Zhang, Jin E.
3
Barbi, Massimiliano
2
Chen, Shi
2
Dempsey, Michael
2
Du, Xiaodong
2
Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Goutte, Stéphane
2
Huang, Fu-Wei
2
Lin, Jyh-horng
2
Mjelde, James W.
2
Muzzioli, Silvia
2
Teplova, Tamara
2
Wang, Tianyi
2
Ze-To, Samuel Yau Man
2
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
Al-Fayoumi, Nedal
1
Alañón Pardo, Ángel
1
Alizadeh-Masoodian, Amir H.
1
Almeida, Rodrigo Borges de
1
Anderson, David P.
1
Arthanari, Tiru
1
Augusto, Mário Gomes
1
Ayala, Astrid
1
Azhar Mohamad
1
Aziz, Saqib
1
Baaquie, Belal E.
1
Baasch Andersen, Camilla
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Bachori, Bartholomew Bilijo
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Backwell, Alex
1
Bagirov, Miramir
1
Bajo, Emanuele
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Ballestra, Luca Vincenzo
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Barbachan, José Santiago Fajardo
1
Battu, Harminder
1
Bekkerman, Anton
1
Berhan, Bahro A.
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Applied economics
The journal of futures markets
584
International journal of theoretical and applied finance
539
Journal of banking & finance
342
Finance and stochastics
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Applied mathematical finance
274
The journal of computational finance
263
Finance research letters
241
Quantitative finance
229
The journal of derivatives : the official publication of the International Association of Financial Engineers
229
NBER working paper series
204
Insurance / Mathematics & economics
198
European journal of operational research : EJOR
187
Journal of economic dynamics & control
187
Review of derivatives research
184
Working paper / National Bureau of Economic Research, Inc.
183
Energy economics
182
Journal of financial economics
180
IMF Working Papers
164
The journal of finance : the journal of the American Finance Association
152
International review of financial analysis
148
The review of financial studies
148
International review of economics & finance : IREF
147
NBER Working Paper
144
Research paper series / Swiss Finance Institute
138
The North American journal of economics and finance : a journal of financial economics studies
132
The European journal of finance
130
Risks : open access journal
129
Computational economics
125
International journal of financial engineering
124
Europäische Hochschulschriften / 5
120
Journal of mathematical finance
120
Journal of financial and quantitative analysis : JFQA
118
Economic modelling
116
Discussion paper / Centre for Economic Policy Research
111
Discussion paper / Tinbergen Institute
106
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Working paper
99
Asia-Pacific financial markets
96
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ECONIS (ZBW)
124
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1
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
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2
Analytic formula for option margin with liquidity costs under dynamic delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
3
Pricing and
hedging
options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
4
A comparison of pricing and
hedging
performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
5
Throwing away a billion yuan, real or rand : the cost of sub-optimal
hedging
in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
6
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier
;
Goutte, Stéphane
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
Saved in:
7
Productivity effects of trade and product innovations : an empirical analysis for 13 OECD countries
Butter, Frank A. G. den
;
Es-Saghir, Abdessalam
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4412-4418
Persistent link: https://www.econbiz.de/10010223403
Saved in:
8
A variable threshold band approach to measuring market linkages
Bekkerman, Anton
;
Goodwin, Barry K.
;
Piggott, Nicholas E.
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2705-2714
Persistent link: https://www.econbiz.de/10010189363
Saved in:
9
Implicit transaction cost management using intraday price dynamics
Mazza, Paolo
;
Petitjean, Mikael
- In:
Applied economics
50
(
2018
)
39
,
pp. 4264-4274
Persistent link: https://www.econbiz.de/10012060723
Saved in:
10
Analysis of threshold cointegration with asymmetric adjustments in the Hong Kong grocery industry
Woo, Kai-yin
;
Lee, Shu-kam
;
Shum, Paul
- In:
Applied economics
49
(
2017
)
55
,
pp. 5591-5600
Persistent link: https://www.econbiz.de/10011845220
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