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The mathematics of hedging
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Theorie
84
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53
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45
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Carr, Peter
8
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6
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5
Frey, Rüdiger
4
Muhle-Karbe, Johannes
4
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3
Benth, Fred Espen
3
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3
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3
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3
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3
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3
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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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Finance and stochastics
The journal of futures markets
706
Journal of banking & finance
326
International journal of theoretical and applied finance
276
Energy economics
211
Finance research letters
202
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
184
International review of financial analysis
181
IMF Working Papers
167
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165
International review of economics & finance : IREF
155
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155
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142
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133
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132
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131
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131
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121
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120
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117
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117
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115
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101
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101
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100
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98
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96
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95
Discussion paper / Centre for Economic Policy Research
94
The accounting review : a publication of the American Accounting Association
94
Insurance / Mathematics & economics
90
Journal of international financial markets, institutions & money
89
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89
Research in international business and finance
88
Research paper series / Swiss Finance Institute
88
Economics letters
87
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86
Journal of economic dynamics & control
86
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ECONIS (ZBW)
124
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1
Variation and share-weighted variation
swaps
on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
2
Model-independent
hedging
strategies for variance
swaps
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 611-649
Persistent link: https://www.econbiz.de/10009623540
Saved in:
3
Generic market models
Pietersz, Raoul
;
Regenmortel, Marcel van
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 507-528
Persistent link: https://www.econbiz.de/10003405645
Saved in:
4
Pricing equity default
swaps
under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
Saved in:
5
Valuation of credit default
swaps
and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
Saved in:
6
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
7
Robust
hedging
of the lookback option
Hobson, David G.
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
Saved in:
8
Mean-variance
hedging
with oil
futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
9
Bounds for VIX
futures
given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
10
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
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