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~isPartOf:"Energy economics"
~isPartOf:"International journal of financial engineering"
~subject:"Incomplete market"
~subject:"Option trading"
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Incomplete market
Option trading
Derivat
152
Derivative
152
Hedging
50
Elektrizitätswirtschaft
49
Electric power industry
48
Option pricing theory
46
Optionspreistheorie
46
Volatility
45
Volatilität
45
Commodity derivative
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Rohstoffderivat
43
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Arai, Takuji
1
Bannör, Karl
1
Bunn, Derek W.
1
Burro, Giacomo
1
Date, Paresh
1
Elias, R. S.
1
Engelmann, Bernd
1
Fang, Liping
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
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1
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1
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1
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1
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1
Liu, Xunzhi
1
Lu, Peili
1
Mahringer, Steffen
1
Morbee, Joris
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Nazarova, Anna
1
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1
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Energy economics
International journal of financial engineering
International journal of theoretical and applied finance
30
The journal of futures markets
25
Applied mathematical finance
22
Review of derivatives research
18
Journal of banking & finance
17
Quantitative finance
15
Finance research letters
14
International review of economics & finance : IREF
13
The North American journal of economics and finance : a journal of financial economics studies
13
European journal of operational research : EJOR
12
Journal of financial economics
12
The journal of derivatives : JOD
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Annals of finance
9
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of mathematical finance
9
The European journal of finance
9
Finanzmarkt und Portfolio-Management
8
International review of financial analysis
8
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Global finance journal
6
The journal of computational finance
6
Applied economics letters
5
Computational economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Journal of derivatives & hedge funds
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Mathematics and financial economics
5
Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
5
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ECONIS (ZBW)
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1
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
Saved in:
2
Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert
;
Morbee, Joris
- In:
Energy economics
32
(
2010
)
4
,
pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
Saved in:
3
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
4
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
5
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
6
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
7
On the use of the moment-matching technique for pricing and hedging multi-asset spread options
Pellegrino, Tommaso
;
Sabino, Piergiacomo
- In:
Energy economics
45
(
2014
),
pp. 172-185
Persistent link: https://www.econbiz.de/10010504771
Saved in:
8
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
9
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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