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The mathematics of hedging
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European journal of operational research : EJOR
The journal of futures markets
706
Journal of banking & finance
326
International journal of theoretical and applied finance
276
Energy economics
219
Finance research letters
209
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
184
International review of financial analysis
181
IMF Working Papers
172
Journal of financial economics
165
The journal of finance : the journal of the American Finance Association
156
International review of economics & finance : IREF
155
NBER Working Paper
142
The journal of derivatives : the official publication of the International Association of Financial Engineers
133
Applied mathematical finance
132
The review of financial studies
132
Finance and stochastics
124
Journal of financial and quantitative analysis : JFQA
124
The European journal of finance
120
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Applied economics
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
100
Quantitative finance
98
Research in international business and finance
98
Review of derivatives research
98
Economic modelling
95
The accounting review : a publication of the American Accounting Association
95
Discussion paper / Centre for Economic Policy Research
94
Insurance / Mathematics & economics
90
Journal of international financial markets, institutions & money
89
Working paper
89
Economics letters
88
Journal of economic dynamics & control
88
Research paper series / Swiss Finance Institute
88
Applied economics letters
86
Pacific-Basin finance journal
83
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ECONIS (ZBW)
131
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1
Hedging
with automatic liquidation and leverage selection on bitcoin
futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
2
Pricing and risk management of interest rate
swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
3
A defaultable HJM modelling of the Libor rate for pricing Basis
Swaps
after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
6
A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.
;
Wahab, M. I. M.
;
Fang, Liping
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 549-560
Persistent link: https://www.econbiz.de/10010224963
Saved in:
7
Optimal
hedging
when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
8
Dynamic speculation and
hedging
in commodity
futures
markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
9
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
10
VIX derivatives,
hedging
and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
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